This incredibly simple process shows how to use the bottom cap in a Rock Shox steerer tube as the bottom of a headset locker like the Azonic Headlock (http://www.oneal.com/catalog/product_info.php?cPath=2_19&products_id=590) or USE Safe-T (http://www.use1.com/products/safe-t/).
My new Pike's steerer tube had a cap in the bottom with a threaded hole the same size as a standard headset bolt (M6).
Required parts (in addition to headset, stem, spacers, etc.):
M6 threaded rod (shortest I could buy was 3 feet)
M6 coupler nut
Total cost ~$5.
I don't know if any or all other current Rock Shox forks have this same kind of cap as well.
Step 1: Thread the Rod to Measure Proper Length
I threaded the rod through the bottom of the steerer tube until half an inch or so was protruding out the top of the tube. This took some time; I could have done an initial estimation of length and initial cut, but didn't.
Step 2: Add Coupler Nut, Headset Cap and Original Stem Bolt
Thread the nut on the rod first, headset cap on original stem bolt, and then stem bolt into the coupler nut as well.
Step 3: Mark the Threaded Rod and Cut
Tighten down the headset cap so there is no play or extra space in the steerer stack. Mark the point where the rod emerges from the bottom of the steerer tube. Take it all apart again, and cut the rod at the mark with a hacksaw.
Step 4: Put It All Together
Put the headset cap back on original bolt, coupler to original bolt, then thread the rod into the coupler. You may want to use some removable threadlocker in the coupler nut to make it behave more like a single piece when putting all together. Tighten the original stem bolt tightly into the coupler.
Drop the whole thing into the steerer tube, thread it into the bottom cap, then tighten the bolt to the torque specs of your headset.