does windows even care about capitalization for filenames? My advice would be to forget about unless you want to download perl or python or something.
Or, if you just want to do it once, do it ghetto stlye like:
1) get list of all directories you have (you a dos box and do something like "dir /ad /s"
2) cut-and-paste said list from #1 into word (or better yet, xemacs)
3) create a 3 column table in word and fill the first column with "rename" or "move" (I forget which one dos uses)
4) fill columns 2 and 3 with the list from step #2
5) format column 3 to "Title Case" (format -> change case -> "Title Case")
6) Cut-and-paste complete table into a dos box and hit enter
again, this would be a lot easier if you have emacs or perl and is probably not worth it in any case.