Captures are for testing the values passed to the mock afterwards.  If you only need a mock to return a parameter (or some value calculated from the parameter), you just need to implement IAnswer.  
See "Remi Fouilloux"s implementation if you want a reusable way of passing paramter X back, but ignore his use of Capture in the example.  
If you just want to inline it like "does_the_trick"s example, again, the Capture is a red herring here.  Here is the simplified version:
MyService mock = createMock(MyService.class);
expect(mock.someMethod(anyObject(), anyObject()).andAnswer(
    new IAnswer<ReturnType>() {
        @Override
        public ReturnType answer() throws Throwable {
            // you could do work here to return something different if you needed.
            return (ReturnType) EasyMock.getCurrentArguments()[0]; 
        }
    }
);
replay(mock)