Also $ xmodmap  .. if you should see an empty row in the output,
and a whole bunch of things clustered on the last line, then ..

write an ~/.Xmodmap to free up caps-lock and to have it act as the 
Hyper_L key.
two more lines move that modifier into the free row and you get an easy 
to hit
<H-return> on activation via $ xmodmap ~/.Xmodmap

With a US keyboard you might need to create that file, otherwise just add:

clear Lock
keycode 66 = Hyper_L
remove mod4 = Hyper_L
add mod3 = Hyper_L

I never worked out how to do this in the terminal as emacs is unusable 
in the
terminal on my debians (since i can remember; i use zile there 
instead).  one
could maybe make Hyper work outside X via /etc/console-setup/ [remap.inc]

p.s. C-x h  is your friend. you can not bind H-S-n, but you can bind H-N 
(for example)
$ xev  also shows the limits of what you can and can't bind.

iac, Caps-lock Enter is refreshingly easy to hit.   hope this helps!

Sure! Improvements to documentation are always welcome.

> Ok, I'll put that on my todo list now that I have solved that shortcut issue... :)
>
> Jean-Christophe