First, thats not a capacitor. (im sure of that)
http://www.finim.com/shop/en-gb/dept_1.html
This is a capacitor. Well, one type of them anyway

.
Second, it looks like a power transistor , or a double schoktty diode. But i cant seem to locate any datasheet on that.
I'm betting its a double schoktty diodes, they come in those formats, they're used for Rectification / Switching / Regulation, there's usually a couple of those in each PSU.
I "broke" one once from an old PSU, and... its still dead. Even with a replacement (the best i could find, but not and equal one) it didnt work.
Edit :
Found it in ST homepage.
http://eu.st.com/stonline/books/pdf/docs/3506.pdf
Its a power rectifier, just as i suspected.