Windows 7 – Word Quirks

Quite often, when I am typing multiple capital letters, the computer tries to think for me and puts in lower case, even though I am holding down the shift key. Under “Word Options”, “Proofing”, “Autocorrect Options”, The “Correct Two Initial Capitals” box is not checked, and the “Correct Accidental Usage of the Caps Lock Key” box is also not checked. Why does it keep trying to correct me? How can I make it stop ?