Cable Asylum: Unanswered Questions Belden DIY Cables & Shielding by By-The-Lake

I am in the process of making DIY cables for component video and digital using Belden 1695a and Cardas GRMO male RCA's and have a few questions regarding termination. First, should I use a separate telescoping shield? Will it improve or degrade sound quality in any way? Second, depending on answer to first question, if I use a telescoping shild how are the connections made to the RCA's? Please see the diagram below.

I understand the center wire (4) attaches to the center pin on both RCA's, and the braided coax shield (3) should be attached to the inside of the barrel on both RCA's, but I am not sure how to connect a separate telescoping shield (1). If we assume the picture represents the load end of a cable, and the telescoping shield (1) is not attached at the other end of the cable (floating), do you attach a 0.01 uF capacitor between the telescopic shield and the RCA barrel at the load end? Is this correct?

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....................................---------- 3
...................................................------ 4
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1 - telescopic shield
2 - jacket
3 - sleve with braid over it
4 - center wire