Soak the capers in 2 cups of cold water for 1 hour. Drain, rinse and pat thoroughly dry.
In a small skillet, heat the oil until shimmering. Add the capers and cook over moderately high heat, stirring occasionally, until lightly browned and frizzled, about 2 minutes. Drain on paper towels and serve immediately.
Salt-packed capers are available at specialty food shops.