If it is for a specified range say A5:D10
you could use a small piece of VBA code as such
Code:
Private Sub Worksheet_Change(ByVal Target As Range)
If Intersect(Target, Range("A5:D10")) Is Nothing Then Exit Sub
Target.Value = UCase(Target.Text)
End Sub
Copy and place it in the Worksheet Module of the worksheet in VBA
Alternatively you could use some data validation to warn you that the cell isn't in Upper case