Hi Theo
No setting available to force what you want, unless you use an event in
VBA solution.
You can apply solution after the data is entered, by using a helper
column.
With original data in A1, in another column enter =PROPER(A1) and copy
down the column as far as required.
Then, copy the whole of the helper column and Paste Special>Values back
over the data entered in column A.
The helper column can then be deleted.