Arrange the smoked salmon slices on a sheet of film wrap in a 12 by 8 inch rectangle.
Mix the cream cheese with the chopped dill; spread over the surface of the smoked salmon.
Sprinkle capers over the cream cheese. Roll up the smoked salmon jelly roll style to form a cylinder. Enclose in the film wrap. Refrigerate for several hour, until the cylinder is firm. Wash the cucumber. Slice across in quarter inch slices.
Thaw salmon roll if frozen. Slice thinly, and arrange on cucumber slices. Garnish with dill sprigs.
Arrange the hors d'oeuvres on a tray. Garnish center of tray with a small bunch of fresh dill.