Unplug the device from a power source before you work on the capacitor. Short the capacitor's terminals to get rid of the stored energy in the capacitor, as there is enough stored energy to make the capacitor dangerous during testing -- even when unplugged.
Switch your multimeter to "Ohms" setting and then touch the multimeter's leads to those of the capacitor's. The gauge giving you a reading should not move when you do this.
Reverse the leads and then touch them to those of the capacitor once again. This time, the reading should move to the opposite end of the gauge before gradually returning to center point. Anything other than these results for step two and three suggests a problem with the capacitor which means you will have to replace it.
Consider the age of the capacitor. The unit is expected to last around seven years, so if you are having problems after this period you may wish to have the unit replaced.