Hello everyone, i just got the wave shield from the maker shed and i received five instead of six very small dark yellow capacitors. Now i am supposed to have 6 but is have five. I also received this IMG_1565 | krca2495 | Flickr
That is your sixth capacitor. It is also nonpolarized. Lady Ada switched to that form to make it easier to tell it apart from the other five, which are all the same value. You will probably stand this guy on one end, and bend the other lead down, to fit nicely.
The installation instructions from Lady Ada's site explains this part switch in the captions. Audio Shield for Arduino - Solder it up Look about one-third down the very long page.