Very simple. On the left side of your keyboard:
Change Caps Lock to Ctrl
Change Ctrl to Alt
Change Alt to Caps Lock
Windows:
Autohotkey mostly works, but some system dialogs do not respect its bindings. While it is possible to edit the registry manually, the Sharpkeys tool is very convenient.
Linux (under X):
Stick the following into a file, such as ~/.xmodmap:
remove Lock = Caps_Lock
remove Control = Control_L
remove Mod1 = Meta_L
keysym Control_L = Meta_L
keysym Caps_Lock = Control_L
keysym Meta_L = Caps_Lock
add Lock = Caps_Lock
add Control = Control_L
add Mod1 = Meta_L
And run: xmodmap ~/.xmodmap