Right-click on the sheet tab name at the bottom of the screen, select "View Code", and paste this code in the VB Editor that opens (the code
MUST be placed in this Sheet module in order to work automatically).
This will make everything in columns A-C upper case, though the range can be changed to work for any range you want.
VBA Code:
Private Sub Worksheet_Change(ByVal Target As Range)
Dim rng As Range
Dim cell As Range
Set rng = Intersect(Target, Range("A:C"))
If rng Is Nothing Then Exit Sub
Application.EnableEvents = False
For Each cell In rng
cell.Value = UCase(cell.Value)
Next cell
Application.EnableEvents = True
End Sub