Hi Jennifer,
It might also be well to point out the difference between a Function
and a macro (besides how they are installed). See Chip Pearson's
Macros and Functions (differences)
http://www.cpearson.com/excel/differen.htm
If you do use the worksheet function you would need to copy it down with the
fill handle (unless you want to code each cell individually).
http://www.mvps.org/dmcritchie/excel/fillhand.htm
The macros that Ken originally included require you preselect your
selection area, so that the macro will work on a cell, a column(s),
a row(s) or any other rectangular area(s).
I'm sure you meant proper case, but your description also fits
sentence case where the first word of a sentence is capitalized
as opposed to Proper where the first letter of most words are
capitalized. The Proper Worksheet Function will capitalize
the first letter of each word, to alter that you must add additional
coding in your macro.
I usually would not bother with the PROPER Worksheet Function
as it requires a helper column and if you want to get rid of it, you
have to copy, edit, paste special, values and then you can
get rid of the original the formula is based on. With a macro
you select your area and run it -- much quicker, much cleaner.
Ken provided examples of both.
You might also want to take a look at my web page
Proper, and other Text changes -- Use of SpecialCells
PROPER (#proper)
http://www.mvps.org/dmcritchie/excel/proper.htm#proper