For anyone who may have read my responses above, David Ritchie was kind
enough to point out to me a very dangerous and potentially disastrous
result of my solutions in that my code would inadvertantly (and
unknowingly to the user) change formulas to values.

David's web site shows the proper code for Upper Case, Lower Case and
Proper case. As noted by JE McGimpsey above, go to
http://www.mvps.org/dmcritchie/excel/proper.htm#proper

To Karen - in Excel, a macro is the implementation of VBA code which
one creates in the VB Editor, usually within a Module (but also within
Sheet or ThisWorkbook). Giving you proper instructions on how to do
that here would be quite lengthy. Perhaps doing a search in the Excel
news group or getting a beginner's book (such as "VBA for Dummies")
might be helpful.