Jezebel is probably on the right track. Shift + F3 may have been assigned to
a different command, got corrupted or may not even be there at all.
To check if this is the case, click Tools > Customize. In the Customize
window, click Keyboard located at the bottom of the window. Choose Format
from the Categories list and then scroll through the Commands list. In the
Current Keys area (under Specific Keyboard Sequence), you will see the
keyboard short cuts currently assigned to each command. You require the
ChangeCase command.
BTW, do any other keyboard shortcuts not work or is it just limited to the
Change Case command?