luckily this is an easy one...
You need to create a module with the following code:
Sub caps()
Application.ScreenUpdating = False
Application.Calculation = xlCalculationManual
Dim Cell As Range
On Error Resume Next 'In case no cells in selection
For Each Cell In Intersect(Selection, _
Selection.SpecialCells(xlConstants, xlTextValues))
Cell.Value = UCase(Cell.Value)
Next
Application.Calculation = xlCalculationAutomatic
Application.ScreenUpdating = True
End Sub
I don't know where you are in relation to advanced Excel usage...if you need help with this I could send you the file and you could copy the module.
once you have created the module you simply select all your text...go to tools/macros and select the macro called caps...hit the run button and presto! we have caps.
I can give you a little more detailed help if you need it. let me know.