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Yes, this is wrong. You have to place the caps between Vdd (+5V) (which is pin 16 of every 74HC595) and ground.
Take a look at the schematics. These are the reference (as Thorsten always says): http://www.ucapps.de...mbhp_doutx4.pdf
So just connect pin 16 of ever 74HC595 with GND (Vs).
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Look again at the schematics. It's the one at J1. So place the cap between Vd and Vs like all the others but as near as possible to J1 (from where the supply voltage comes).
Raphael



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