Such a macro could be..........
Sub zzProper_Case()
Dim Cell As Range
Dim selected As Range
On Error Resume Next
Set selected = Range(ActiveCell.Address & "," & Selection.Address) _
.SpecialCells(xlCellTypeConstants, xlTextValues)
If selected Is Nothing Then Exit Sub
For Each Cell In selected
Cell.Formula = Application.Proper(Cell.Formula)
Next
End Sub
Select your range of data and run the macro.
If not familiar with VBA and macros, see David McRitchie's site for more on
"getting started".
http://www.mvps.org/dmcritchie/excel/getstarted.htm
In the meantime..........
To create a General Module, hit ALT + F11 to open the Visual Basic Editor.
Hit CRTL + R to open Project Explorer.
Find your workbook/project and select it.
Right-click and Insert>Module. Paste the above code in there. Save the
workbook and hit ALT + Q to return to your workbook.
Run the macro by going to Tool>Macro>Macros.
Gord Dibben Excel MVP