Make sure the sheet you want to convert is the acrtive sheet before you go into VBA
Then copy the following code into a code module and execute it
[pre]
Code:
Sub Macro1()
Dim c As Range
Range("A1").Select
For Each c In Range(Selection, ActiveCell.SpecialCells(xlLastCell))
c.Value = StrConv(c.Text, vbProperCase)
Next
End Sub