reprogram "CapsLock" to "Shift-CapsLock"?

The OP mentioned Numlock as well as Capslock. That's how AHK got dragged into the mix. I'm sure the capslock program you suggested works fine.

Some people may want to try rolling their own. :)

I think I understand.
I use Windows 7 to make a little noise when I use Caps Lock or Num Lk. That way I know when a fat finger has hit either key when not intended.

I'm sorry. I misunderstood your question when you asked if the keyboard came with capslock and shift keys. I think what was messing up the code I tried briefly was that the built in keyboard on my Laptop is still active when I'm using the USB keyboard. I'm just thinking having more than one source for the keystrokes may confuse the AHK routine. Or it could be that I had one of the capslock hotkeys I tried only enabled when certain windows were active. I noticed I could Shift Caplock the state on, but not off.

Sorry for the confusion. :)

You're welcome. AHK is excellent for hotkey stuff. Also some file and folder operations are much easier than C++ or C# as it has built in methods to traverse recursive subfolders etc.. It's very cool. Even when I write the main program in another language if I want mouse hotkey support I often write a small AHK slave program to handle the mouse and keyboard. Then send a message to the main program.