To fry the capers, pour about 1/3 inch of olive oil into a shallow small pan. Heat the oil on medium high. Make sure the capers are dried with paper towels. When the oil is hot (you can test this by frying one caper, if it immediately starts to bubble around the edges, then the oil is ready), add the capers and move then around occasionally with a spoon for about a minute, until they look light brown and dry. Remove with a slotted spoon and place on paper towels to drain.