FL Racer,
I have this info on mounting the capacitator from a few forums I follow:

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I used a Novak 4700 mp capacitor and wired it to a servo plug and pluged it into the Batt/Aux slot on the receiver.

Cap acts a battery and keeps the BEC volatage up.....

I tried a smaller capacitor, but it didn't work.

Use the red and black wires. I bought a servo lead, and removed the white wire, cut the wires short, cut the leads on the cap short (for asthetics) soldered it to the cap (observing polarity + is red) I even used some shrink tube over the wires and cap leads so it looks really good. Then shoe-gooed the cap down on the chassis.

Read down. I used a novak 4700mp capacitor. I tried a smaller cap, but it didn't work. you could get one from radio shack I am sure. Just get something around 5000mp at 10v. That should do it.
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Hope this is what you are looking for.

Ciao,
Spiller