|Check for keys that are stuck down or partially down.|
If your caps key does not toggle the keyboard to lower case letters, it is stuck or the keyboard is screwed; if it does though it's action is backwards (the led should be on for upper case), please - DON'T type in all capital letters here or anywhere on the web - it is considered to be the same thing as SHOUTING on the internet, and very rude!
If you see nothing like that, or in any case, try another keyboard, in an external port if this is a laptop. If that keyboard works fine, your keyboard is screwed.
If the other keyboard does the same thing in Windows, or in any case, you could try booting to the Safe mode menu (press F8 repeatedly while booting, don't hold the key down), select Command Prompt, and try typing at the prompt - if the keyboard works properly there, there is nothing wrong with it - in that case something is screwed up in Windows, or some data is corrupted in Windows.
If this is a desktop computer, try your keyboard on another computer.