Comment 21 for bug 254968

"I just now found a fix (from the thread). Change the file /usr/share/rdesktop/keymaps/common . Change the line that says “Caps_Lock 0×0 inhibit” to “Caps_Lock 0×3a capslock”. I tried it out and everything works!"

I found this fix here:

http://linuxsagas.wordpress.com/category/specific-software/rdesktop/

So personally, I don't think this is a bug as much as it is a misconfiguration.