It sounds as if you cannot get an adequate amount from taking capsules. See this article:
http://www.tropicaltraditions.com/coconutoilcapsule.htm
It's a bummer, because I too cannot just "eat" 4 T of coconut oil a day. (I tried a small amount on a spoon yesterday -- Barlean's, which is supposed to be good quality.) That's why I'm looking at the recipe link I posted. Looks like smoothies are a good way of getting in a tablespoon or two.
Hopefully people know it's important with coconut oil to start out with small amounts and work up gradually to the 4T -- at least for people like me, who can have a pretty severe reaction to a sudden major change in diet.