I have received a NEX-5N without battery and shutter closed, so no cap is needed. How can i go about doing this again? I thought of removing the battery when the shutter closes, but it's too quick.
I have a NEX-5n and as far as I know there is no way to intentionally leave the shutter closed.
The way the camera works is that the shutter is always open for live-view, focusing, and metering. When you press the shutter 'release' the shutter closes, opens for the appropriate exposure time, and then closes again while the sensor is read out, and finally opens so you can view and take your next picture.
Shutters being the delicate things that they are (shutters need to accelerate very quickly and so are light and rigid, and can be easily damaged), it would be a very -bad- idea to use a closed shutter as a lens cap.