Hi, There are two things that do this I have heard of.
One is dell quickset, there is a long discussion and a solution here (setting one of the registry settings to 1): http://en.community.dell.com/support.../19311373.aspx
I didnt have the above isssue, so cannot verify.
The other is of all things BTTray.exe. This is a bluetooth background process and if you kill it from task manager. The problem can also be solved. Totally beats me why a bluetooth manager decides to notify of caps lock... wtf. But killing the process actually solved this very annoying problem for me when i play Battlefield BC2 in Vista ultimate. Hopefully it works just as good in windows 7.
I also found the Bluetooth tray as a startup app in windows and removed it so i dont have to keep killing the process every time i want to play games. There is probably a registry setting for it somewhere. but couldnt be bothered looking for it. Who uses bluetooth anyway?