After some searching on a couple of websites (including Microsoft’s own) I came up with these changes in the registry:
In My Computer\HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layout add a key called Scancode Map and give it this value:
0000 00 00 00 00 00 00 00 00
0008 02 00 00 00 1D 00 3A 00
0010 00 00 00 00
After a reboot, you now have a third Control-Key in your Caps Lock.
Here’s a pre-prepared registry entry: caps2ctrl-remap