Let me start by saying that I think this is a great looking model, but I prefer my Captains to be better armed and wearing a helmet. They do after all need to set a good example for the troops. Remember that scene with Rico & the new recruits from Starship Troopers, always wear your helmet around live fire. Well enough talk, here is how to do it get your captain looking sharp with Storm Shield to boot.
Here is what you need: AOBR Captain, Storm Shield & any other fancy bitz you want to include. I used a Storm sheild from the old Terminator box set and puter bitz from the Captain Sicarius blister. In the end, I went back to the original AORB banner because the one pictured below was blowing in the opposite direction of his cloak, not good.
Step 1: Remove the bolter & off with his head. Luckily, the bolter cut doesn't have to be done particularly well because the storm sheild is going to cover up this section.
Step 2: Attach the storm shield. If your using the same type of Storm Shield that I am, the wrist will meet the cloak where you see highlighted. Add a bit of glue and it's a really easy fit.
Step 3: Glue everything else on. Huzzah! You now have a Space Marine Capetian ready to slay the enemies of the emperor, and anyone else who gets in his way...