<shameless plug>You might have better luck getting the status with Win32::KeyState.</shameless plug>

use Win32::GuiTest qw(SendKeys);
use Win32::KeyState qw(:get);
SendKeys("{CAPS}") if GetCapsLock();
[download]

Note: On Win9x systems, you cannot use SendKeys to turn on or off NumLock and you might have problems with ScrollLock and CapsLock.