Yes, that can be a problem. http://www.tmo.com/howto/ecu1g/caps.htm
is the vfaq on fixing it, you've got to have a bit of skill with electronics. I'd wouldn't say the ecu thing is one of the major things to worry about with a dsm, though. I just bought mine about a month ago, and I'm still far from sorting out all of the usual dsm problems that came with the car. Most of them are just annoyances, but pile too many annoyances on top of each other and you run the risk of getting so annoyed that you torch the car for insurance money in a moment of insanity. But by then you're hooked, and you end up buying another dsm with the money and starting all over again.