I've used the the following to format the one cell to
change to upper case:

Private Sub Worksheet_Change(ByVal Target As Range)
Application.EnableEvents = False
If Not Application.Intersect(Target, Range("J4")) Is
Nothing Then
Target(1).Value = UCase(Target(1).Value)
End If
Application.EnableEvents = True
End Sub

Now I need another cell, in the same Worksheet, to default
to Proper Case. I tried copying and pasting the above,
then changing:
Target(1).Value = UCase(Target(1).Value) to
Target(1).Value = StrConv(Target(1).Value, vbProperCase)
But I get an error directed at the "Private Sub" line.

Any suggestions?