Just thought I'd throw this up in the ether, took me a while to find this solution.
Open up (lx)terminal and type in the one you want:
# 1. Lubuntu Caps Lock -> Super
# 2. Left Control <-> Caps Lock
setxkbmap -option caps:super
# 3. Caps Lock -> Control
setxkbmap -option ctrl:swapcaps
setxkbmap -option ctrl:nocaps
Of course this doesn't get saved persistantly on reboot, so you have to run this for every boot.
I've placed a script called "caps-killer.sh" in /usr/bin/caps-killer.sh and made it run on boot by running:
gksudo leafpad /etc/xdg/lxsession/Lubuntu/autostart
...and inserted this at the end:
Kudos to a commenter on JJinuxLand.