Well, it comes out the other end one way or the other, you really do have to take it on a steady basis to get your body used to it.
Put it this way, I consume anywhere from a full tsp. to nearly a full tablespoon of cayenne pepper over the course of a day, every day (I usually have about 1/2 tsp. in a hot soup, beverage or most meals, at the very least, first thing in the morning in my coffee). My tolerance is pretty good and if I take one of those capsules it blows my pipes out.
Herbalists don't advocate the capsules, anyway. They think it's too shocking to the system and sort of defeats the purpose. The ideal case is drinking it as a "tea" (just cayenne and hot water) or in a hot lemonade drink.