Probably the easiest way to remap the Capslock key in Windows is to use AutoHotkey. I have an AutoHotkey script set to run when my machine starts up that remaps Capslock to Escape. All it contains is this:

Capslock::Esc

If you want to remap Capslock to Ctrl instead, just replace Esc with Ctrl.

No registry hacking required.

Further Reading

Map caps lock to escape in Windows - Autohotkey