If you've ever turned on the CAPS LOCK when you're composing an email message or writing a document -- but you don't intend to SHOUT -- you might want to set up a sound cue. Here's how to do it:
1. In Windows XP, click on the Start button
2. Click on Control Panel
3. Click Accessibility Options
4. In the Accessibility Options window, click the Accebility Options icon.
5. Then click the box next to Use ToggleKeys, and click the Apply button.
6. Lastly, click the OK button.
Now every time you hit the caps lock key, you'll hear a beep notifying you when the key has been pressed.
Source: How-To Geek: Have Windows Notify You When You Accidentally Hit the Caps Lock Key
Reference: The 25 Golden Rules of E-Mail