What I understood was to take the SP's that you get and must assign and put all you can (up to 25) into one of your main (Speed, if you're making a blitzer), then the rest into Agility. After that, you'll get 15 more SPs, which you should not spend. Rather, heavy train Speed/Agility until you have enough SP's to get Speed all the way to 48.07 (the first cap), then spend all your points at one time to get the ability (Speed) to the point where it costs 2 SP's to increase instead of just one. That's capping, as far as I understand it.
Check out this link for more info on capping and potential builds.
http://www.glbwiki.com/index.php?title=The_Attribute_Leg_OLB