Comment 42 for bug 251709

This solution may not work for everyone. To get caps lock to work, I used the rdesktop client. I specified 'none' as the keyboard layout i.e...

rdesktop -k none remoteserver.com

I have no idea why it worked, but since this bug can be a dealbreaker for mass deployment of Ubuntu in a business environment, I have to throw this "workaround" out there. Mileage may vary since there's no telling how the particular server may respond to being told there's no keyboard layout.