A critical capture is a special new mechanic in Gen V. It is a 1 in 16 chance it will occur. (6.25%)
In the normal case, a PokeBall shakes four times. This means there are four chances for it to fail. However with a critical capture it only shakes two times! This halves the chances of it failing. Unfortunately there are only two chances for it to fail so it can still fail.
Hope I helped. ;)