If you already have a capacitor in your system you will need to discharge it. Capacitors store power, and thus can still shock you even after removing the power supply.
Although you are installing the capacitor to keep up with the extra power that is being pulled from accessories such as an upgraded stereo system, you have to remember that the capacitor is like a storage tank for power that supplements the whole system. By putting it close to the parts that are not getting sufficient power you allow it to supply power to those parts with minimal loss do to the extra resistance of a long wire.
Another way to charge a capacitor is to wire a test light from the positive terminal of the capacitor to the power line. As long as the capacitor is charging, there will be current flowing through the light and the light will shine. Once the capacitor is charged the light will go out because current will no longer be flowing (the voltage drop between the power line and the capacitor will be zero).
