Now that telecom have managed to put the New Zealand phone and data network back together, i can reply. It's frustrating when every second cell phone call you make gets a busy signal, the internet dies for half the day.
Anyway. Capacitors on metal halides are completely optional. The provide nothing to the operation of the bulb.
It's difficult to explain what they do, but here it is. They provide power factor correction. The value of the capacitor is matched to the inductance of the ballast. What this does is pulls the voltage and current waveforms into phase, so that, from the power companies perspective, electricity is used efficiently.
With out the capacitor, extra "reactive" power is drawn through the power lines during one half cycle of the AC signal. Then on the other half cycle it is put back into the power lines. This extra power transfer is lossy, and costs the power supplier money.
Here's more info http://home.earthlink.net/~jimlux/hv/pfc.htm
Layton