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User Interface Guidelines: Capitalization

ID	Element Type	Applied style
1	Menus	Headline style
2	Titles	Headline style
2	Tabs	Headline style
2	Column headings	Headline style
2	Push buttons	Headline style
2	Control labels	Sentence style
2	Group labels	Headline style
2	Error message	Sentence style
2	Simple text fields	Sentence style

For "Headline style" capitalization: ===================================== * Capitalize all nouns, verbs (including is and other forms of to be), adverbs (including than and when), adjectives (including this and that), and pronouns (including its). * Capitalize the first and last words, regardless of their parts of speech (for example, The Text to Look For). * Capitalize prepositions that are part of a verb phrase (for example, Backing Up Your Disk). * Don't capitalize articles (a, an, the), unless the article is the first word in the title. * Don't capitalize coordinate conjunctions (and, but, for, nor, or), unless the conjunction is the first word in the title. * Don't capitalize prepositions of four or fewer letters, unless the preposition is the first word in the title. * Don't capitalize to in an infinitive phrase (for example, How to Format Your Hard Disk), unless the phrase is the first word in the title. * Capitalize the second word in compound words if it is a noun or proper adjective, an "e-word," or the words have equal weight (for example, E-Commerce, Cross-Reference, Pre-Microsoft Software, Read/Write Access, Run-Time). Do not capitalize the second word if it is another part of speech, such as a preposition or other minor word (for example, Add-in, How-to, Take-off). * Capitalize user interface and application programming interface terms that you would not ordinarily capitalize, unless they are case-sensitive (for example, The fdisk Command). Follow the traditional capitalization of keywords and other special terms in programming languages (for example, The printf Function, Using the EVEN and ALIGN Directives). * Capitalize only the first word of each column heading.

For sentence-style capitalization:

• Always capitalize the first word of a new sentence.
  

• Don't capitalize the word following a colon unless the word is a proper noun, or the text following the colon is a complete sentence.
• Don't capitalize the word following an em-dash unless it is a proper noun, even if the text following the dash is a complete sentence.
• Always capitalize the first word of a new sentence following any end punctuation. Rewrite sentences that start with a case-sensitive lowercase word.

took above definitions from http://msdn.microsoft.com/en-us/library/windows/desktop/aa511441.aspx#titleCaps