Or you could try code from Link

http://www.cpearson.com/excel/ChangingCase.aspx

Sub ChangeCase()
    Dim Rng As Range
    On Error Resume Next
    Err.Clear
    Application.EnableEvents = False
    For Each Rng In Selection.SpecialCells(xlCellTypeConstants, _
             xlTextValues).Cells
        If Err.Number = 0 Then
           ' Rng.Value = StrConv(Rng.Text, vbUpperCase)
           ' Rng.Value = StrConv(Rng.Text, vbLowerCase)
           ' Rng.Value = StrConv(Rng.Text, vbProperCase)
        End If
    Next Rng
    Application.EnableEvents = True
End Sub
VBA Noob