Mix up the marinade. Put the salmon steaks in a shallow dish and cover with the marinade. Marinate for 15 minutes or so, turning now and then. Mix up the caper-dill sauce while the salmon marinates and preheat the grill.
Put the fish on the grill skin-side down and cook for a few minutes, covered. Then brush some of the marinade on and cook a few more more minutes until it flakes a bit with a fork. The skin will stick to the grill and your salmon is ready to eat!