perhaps you know the little firefox extension called capswarning, this userscript just like that. you can choose two style of showing alert, one is showing a red border around the password textbox, another is followed by some words ,like " caps on".
you can set the style by defining a variable called alert_style.

when you bring focus to password textbox, and press a key, the userscript will check capslock state. because I use ff2, I dont know whether ff3 support getModifier to get capslock state.