Depending on your OS, access "Region and Language" in your Control Panel. When it opens, click the "Keyboards and Languages", then "Change Keyboards".
Then go to "Advanced Key Settings" and make sure it's set to "Press the CAPS LOCK key". This is for Windows 7. If you're on an earlier version of Windows, it may not be that straight forward but the basic principle applies so you should find it.
its on CAPS LOCK. still nothing?