You don't need to do it. Basically, the capacitor serves to store the electrons that will function to anticipate the power spikes. Leave it and keep it safe, Capacitors are the biggest cause of feedback in Short cases.
Ouw, the trouble one was PCIe 1X. If possible do as like I do:
Even I've wiggled the pins (PCIe 16X) a few times until they snapped off while I was facing the same problem with my old mobo, and that mobo still working properly after. 
So you will leave a bit part of pins still plugged.
