I've got two caps in my Sennheiser Mke-2 gold kit, which according to Canford's site "slightly modify frequency response, for matching to individual voices."

http://www.canford.co.uk/ProductResources/ig/4751.pdf

Any idea which does what? (There's a short, and a long... and a windshield of course)

The shorter of the two caps would be for "flat" (normal) response.
The 'presence peak' cap would give you more high-end. ( treble ) For example, when hiding the mic under a shirt, (which tends to muffle the sound) is the most common use.
The 'flat' response cap is 'recommended' for normal outside the shirt in plain sight mounting.
That said, I use the +4dB crisp response cap on my Countryman lavs 90% of the time. Hidden or not

Thanks for the info Rick.

The shorter of the two caps would be for "flat" (normal) response.
The 'presence peak' cap would give you more high-end. ( treble ) For example, when hiding the mic under a shirt, (which tends to muffle the sound) is the most common use.
The 'flat' response cap is 'recommended' for normal outside the shirt in plain sight mounting.
That said, I use the +4dB crisp response cap on my Countryman lavs 90% of the time. Hidden or not

Sorry, this is not correct.

The flattest response is without any cap at all.

The small cap adds a small presence peak.

The long cap adds a larger presence peak.

It's all in the owners manual with diagrams.

You can get a pdf of the manual HERE (http://www.sennheiser.com/sennheiser/products.nsf/resources/MKE%202%20Gold_US.pdf/$File/MKE%202%20Gold_US.pdf).

Scroll down to near the end for the diagrams which show the frequency responses with caps and windshields.