If you have big fingers and are clumsy the CAPS LOCK in the Eee can be plain infuriating, especially if you're looking at something as you type and/or have got rid of the indicator lights from your system tray. I chose \ and | as they need the Fn button pressing them to use them through the Z button.
Filename is traditional, call it what you want, insert the following
remove Lock = Caps_Lock keycode 66 = backslash bar
Follow Running a script at startup and insert the following into your startup script
/usr/bin/xmodmap .Xmodmap &
If you want to map CAPS LOCK to different keys, use xev to find the correct keysym for the keys you want to use. Backslash is handy for windows use, bar is indispensable for programmers.