Yes, I already checked out all those apps, and none of them do what I seek:
DoubleCommand - Doesn't allow remapping Caps Lock key to Return key.
uControl 1.4.6 - Doesn't allow remapping Caps Lock key to Return key.
MediaKeys 1.0 - Only re-maps key in a specific way related to media playing.
Capslock to Control - Single-function app that is not what I'm looking for.
QuicKeys X 4.0.7 - Doesn't allow remapping Caps Lock key to Return key.
I also already have installed:
KeyReMap4MacBook -- Has many functions, but as far as I can tell does not allow remapping of the Caps Lock key.
The problem, according to these developers, is that the Caps Lock key is very difficult to fiddle with, because it has different underlying hardware issues than the other keys (i.e. it "remembers" if it is "On" or "Off," which other keys don't do).
I want to find a way, either natively in the Mac OS, or via a third-party add-on or app of some kind, do do this one specific task -- one that is spelled out as do-able in the software's description. I don't want to start adding a bunch of key-remap software at random in the hopes that they may work, because they can conflict with each other.
I just found the solution myself, after posting this question.
I will post my answer here, to help other users.
The third-party app that allows you to remap "Caps Lock" to "Return" in 10.6.8 is called "PCKeyboard Hack," and can be found at https://pqrs.org/macosx/keyremap4macbook/pckeyboardhack.html.en#history .
You'll need to install an older version of "PCKeyboard Hack," because the newer versions are for 10.7 and later. I used version 6.3.0, which seems to be the last one made for 10.6.
I downloaded it and installed it. Restart.
THEN, before you try to use it, go to System Preferences > Keyboard > Modifier Keys button and change "Caps Lock" to "No Action." This is essential.
THEN, also in System Preferences, choose the new panel "PCKeyboard Hack" at the bottom, click on the first box which is "Change Caps Lock," and then (here's the key) click on the default keycode "51" and change it to "36," which is the keycode for "Return" on Mac keyboards, as revealed here: http://web.archive.org/web/20100501161453/http://www.classicteck.com/rbarticles/ mackeyboard.php .
Close System Preferences and give it a try -- it works!
So consider this question "answered"!