If you are going to do your experiments in liquid medium, the capillary forces will not influence to results. For experiments on air with very soft materials, it is possible to have some artefacts from meniscus (capillary) forces. That effect will be depend on a humidity.
There is a very good book about force measuring with AFM:
"Force measurements with the atomic force microscope: Technique, interpretation and applications"
If your sample is not extremely soft, the capillary forces don't have a serious effect for indentation experiments. Those forces are more important for experiments with detachment of a tip from surface. In this case it is possible to skip an influence of those force by analysis of force-distance curves - just discard "nonspecific" area on the detachment curve.
Don't worry about the capillary forces - they a not very important problem for indentation experiments. There are some more important problems: geometry of a tip, contamination of the tip when measuring, heterogeneity of a surface, etc.
If it is possible, visualize the probe's tip by electron microscopy after experiments - it is very useful for interpretation of the indentation curves.