Here is some info you might be interested in:
http://www.aikenamps.com/OutsideFoil.htm
It explains where and why you want to hook up the foil end of the cap.
However:
However, basically an orange drop cap is non polarized, so it really doesn't matter which way it goes into the circuit. I wouldn't stress over it.Also, some higher-voltage film caps (typically the 1000VDC/450VAC and higher values, such as the Orange Drop 716P high-voltage units) use a "series-wound" technique that has two separate sections, side by side, with a common "floating" connection layer, usually at the bottom of the layer stack. These caps will have no inherent shielding either.
Originally Posted by marnold