Please Note: This article is written for users of the following Microsoft Word versions: 97, 2000, 2002, and 2003. If you are using a later version (Word 2007 or later), this tip may not work for you. For a version of this tip written specifically for later versions of Word, click here: Changing Text Case Many Times.
Word provides a shortcut for changing the capitalization of your text. You can quickly change between lowercase, uppercase, and initial caps (first letter only is capitalized). To do this, all you need to do is to select the text that you wish to alter, and then press Shift+F3. You can continue to press Shift+F3 until you are satisfied with how the text appears.
There may be times when you are working with a large document that you want to change the case of the words in all occurrences of a particular style. For instances, lets assume that you have a document that you wrote, in which heading level 3 was originally intended to be all uppercase. Now, however, you need to change it so that only the first letter of each word is uppercase (usually referred to as initial caps). The following macro will search for all occurrences of the heading 3 style and change it to initial caps.
Please Note:
This article is written for users of the following Microsoft Word versions: 97, 2000, 2002, and 2003. If you are using a later version (Word 2007 or later), this tip may not work for you. For a version of this tip written specifically for later versions of Word, click here: 
Sub ChangeTextCase()
Selection.HomeKey Unit:=wdStory
Selection.Find.ClearFormatting
Selection.Find.Replacement.ClearFormatting
Selection.Find.Style = ActiveDocument.Styles("Heading 3")
Selection.Find.Execute
While Selection.Find.Found
Selection.Range.Case = wdTitleWord
Selection.Find.Execute
Wend
End Sub
Note:
WordTips is your source for cost-effective Microsoft Word training. (Microsoft Word is the most popular word processing software in the world.) This tip (13296) applies to Microsoft Word 97, 2000, 2002, and 2003. You can find a version of this tip for the ribbon interface of Word (Word 2007 and later) here: Changing Text Case Many Times.
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