Caps Lock is a substance used to keep a hat from flying away in high winds.
In earlier times, women used hatpins to keep their hats in place, whereas men, being more macho, favored sixpenny nails hammered into the skull. But between the bleeding and headaches, Intelligent design researchers looked for a better way. This was to turn into the method of will, where someone needing a hat would will their scalp to grow larger for protection from the elements as well as into a stylish shape. However, during a phase when cowboy hats became popular, people found it was difficult to will their scalps into such a large size. Another way had to be found.
Finally, with help from Kodak and 3M, cyanoacrylate glue, known under the trade name of "Super Glue", was developed. It quickly became used for keeping hats in place and is the favored method today. Users are cautioned that the glue should be applied to the neck and collar as well, as your head can be blown away in a tornado or hurricane.