Put the red lentils into a bowl. Pour enough boiling water over them to cover them, then put a lid on the bowl and leave for 10 minutes. After 10 minutes drain the water off.
While the lentils are soaking, chop the onion and put it into a saucepan with the spices.
Add one or two tablespoons of water to the saucepan and cook for 3 or 4 minutes, until the onion is soft.
Chop the red and green capsicums and add to the saucepan.
Add the soaked and drained lentils.
Pour in enough water to cover the ingredients and bring to the boil.
Turn the heat down and simmer for 10 minutes.
Stir in the coconut milk, put a lid on the saucepan and simmer for a further 40 minutes. You may need to stir it now and then to make sure it doesn't stick.
Season with salt and pepper.