Glad its all working. As stated previously, based on your data, problem not related to the caps- but useful to have it on board.
Are you using the Castle cap pack ? If you are going to run taller gearing, then you may need something like this:
http://www.msuk-forum.co.uk/gallery/image/25165-/
You resistor is burning out, because when you plug in, the internal bec powers up immediately (unlike the main controller which needs some time to arm). So your steering servos are going to start drawing current via that wee resistor and burn it out.
If you look towards the bottom left corner of my picture, you will see the 22awg red wire for the external bec circuit coming from the battery before the resistor wire (the black and yellow) coming off the main power cable. So the current draw from my servo is not loading the little resistor.
You can only do this if you have an external bec, if not the other option is to use a bigger resistor- try a 5 watt 100ohm.