A cap is not going to help this situation. Can you explain exactly what happens?
Scenario 1:
You listen to the stereo at loud volumes with the car off
You start the car and it has trouble turning over
Scenario 2:
You turn the car on.
You listen to the radio at loud volumes
You turn the car off
You start the car again and it has trouble turning over
If your problem is with scenario 1, welcome to the club. That's always going to happen. Your only option is to add a second battery with an isolator so when the car is off you only draw current from the backup battery.
If your problem is with scenario 2, you either have a poor connection to the battery or the battery simply sucks. In any case, a capacitor is not going to help you. The capacitor will simply smooth out the current draw of your amps and give relief to the alternator's regulator. It will not help your car start after intensive listening.
The only other thing I would suggest is to have your alternator tested. A simple test is to make sure it is creating at least 13v at idle. If the alterator is not charging the battery correctly you would see similar behavior even without the stereo on.