TO MAKE SAUCE: Stir together mayonnaise, horseradish, lemon juice, onion, and capers. Refrigerate.
TO MAKE PATTIES: Trim salmon and cut into pieces; place in the food processor or chop finely by hand. Add the onion, mayonnaise, dill weed, and bread crumbs; mix well. Add salt and pepper to taste. Coat a skillet with nonstick cooking spray and heat. Make the salmon mixture into 6 patties and brown the patties over a high heat for 1 minute. Lower heat and continue cooking for a few minutes; turn over and continue cooking about 3 more minutes. Serve with Horseradish Caper Sauce.