http://xahlee.info/linux/linux_lxde_add_key_shortcuts.html
http://openbox.org/wiki/Help:Bindings#Keys
Edit the file ~/.config/openbox/lxde-rc.xml
or ~/.config/openbox/lubuntu-rc.xml
Add
<keybind key="Caps_Lock">
<action name="Execute">
<command>xvkbd -no-jump-pointer -xsendevent -text '\e'</command>
</action>
</keybind>
You can also use the hex keycode instead of the key name.
To actually find the hex keycode or key name, you can use the xev
command.
When you type a key it will print out the event details, including the key name. Also useful for debugging.