remove Lock = Caps_Lock
add Shift = Caps_Lock

This removes the lock from caps lock (so it’s a press-and-hold, not a toggle), and makes it a shift key, even though the computer still recognizes it as the caps lock key.  If you wanted to get fancier, you could make the computer recognize it as the left shift key with the following:

remove Lock = Caps_Lock
keysym Caps_Lock = Shift_L
add Shift = Shift_L

The tricky part here is realizing that after you tell the computer that Caps Lock is actually left shift, you need to add this key to the “shift” list, even though it’s already there.  I don’t quite understand this, but I know that it’s necessary.

Have fun getting rid of that annoying caps lock key!