Joanne,
I've had something similar to this, so I'll jump in. This should
fix the state problem. It presumes that the state will always have a
space before and after it. DC is included but not PR (Puerto Rico)!
Notice also the change to your routine, below.
James

Function FixState(FixStr As String) As String
Dim StateStr As String, z As Integer, Loc As Integer
StateStr = " AL AK AZ AR CA CO CT DE DC FL GA HI ID IL IN IA KS KY
LA " _
& " ME MD MA MI MN MS MO MT NE NV NH NJ NM NY NC ND OH OK OR " _
& " PA RI SC SD TN TX UT VT VA WA WV WI WY "
For z = 1 To Len(FixStr)
Loc = InStr(StateStr, UCase(Mid(FixStr, z, 4)))
If Loc 0 Then
FixStr = Left(FixStr, z - 1) & Mid(StateStr, Loc, 4) &
Right(FixStr, Len(FixStr) - z - 3)
Exit For
End If
Next z
FixState = FixStr
End Function


Public Sub ProperCase()
Dim Rng As Range
For Each Rng In Selection.Cells
If Rng.HasFormula = False Then
Rng.Value = FixState(StrConv(Rng.Value, vbProperCase))
End If
Next Rng
End Sub