Or you can use this function, which I did post in the Scripts section, but since the website upgrade, for one reason or another it no longer comes up in a search.

/*This function will evaluate an input string and convert it to title-case format.

it uses the delimchars parameter to determine what are the triggering characters

 to indicate capitalization of the subsequent character*/

CREATE FUNCTION  fnTitleCase (@instring nvarchar(256))

RETURNS nvarchar(256)

AS

BEGIN

  DECLARE @strptr INT

  DECLARE @outstring nvarchar(255)

  DECLARE @strChar char(1)

  DECLARE @delimchars nvarchar(256)

  SET @outstring = ''

  SET @strptr = 0

  IF @delimchars is NULL

    /* Plug in typical upper-case delimiters

 NOTE: For localization purposes, you may wish to modify this */

    SET @delimchars = ' ''-_.,'

  /* Loop through the entire string */

  WHILE @strPtr < len(RTRIM(@instring))

    BEGIN

      SET @strptr = @strptr + 1

      SET @strchar = SUBSTRING(@instring,@strptr,1)

      IF @strptr = 1

 /* Assume that first character must always being upper-cased*/

        SET @outstring = UPPER(@strchar)

      ELSE

/*Check for other upper-case trigger character */

        IF CHARINDEX(SUBSTRING(@instring,(@strptr - 1),1),@delimchars) > 0

--          SET @outstring = SUBSTRING(@outstring,1,@strptr)+UPPER(@strchar)

          SET @outstring = @outstring+UPPER(@strchar)

        ELSE

          SET @outstring = @outstring+LOWER(@strchar)

    END

   RETURN @outstring

END

Cheers,

Angela