Strum,

There's a registry hack you can do, scroll down the page a bit at the link below:

http://www.annoyances.org/exec/forum/winxp/t1004806455  

Personally, I wouldn't recommend it though. Better to train your fingers. Or have windows alert you if caps lock is pressed by using Toggle Keys.

From the desktop, press F1 to bring up Windows Help, type 'Toggle Keys' in the search box to find out what you can do with it etc.