To do a Caesar Shift encryption you just replace each letter by one that is a fixed distance away in the alphabet. For example a caesar shift of 5 would substitute F for a, G for b, etc.
This cipher won't fool many people, but it's handy for giving hints. If a puzzle has a caesar-shifted hint, you can try to solve it without decoding the hint, but if you get stuck it's easy to uncover the hint.
Below is a little caesar shift program to automate the encoding/decoding process.