Put the formula in an empty column, say column B:

B1: =Upper(A1)

Copy the formula down to B6. Select B1:B6. Copy the range. Select A1:A6.
Choose Edit/Paste Special, and select the Values radio button. Click OK.

In article
outsoftware.com,
"Lilbit" wrote:

In March of 2004, someone asked how to make all text characters in cells
uppercase. While personally this is something I would not want to do,
someone in my office has posed the question. I searched for a similar
query and found that in March of 2004, someone asked the same question.
McRitchie of MVP responded by saying, "You can use the UPPER Worksheet
Function
=UPPER(A1)
followed by use of the fill handle, but then you have the original value
and the new value in two
separate cells, and have to go through some extra bother to copy the new
column, Edit, paste special, values, before you can remove the original
column." What? If I have text in A1 to A6, I put =Upper(A1) where and
fill what? Thanks!!