Have Windows Notify You When You Accidentally Hit the Caps Lock Key
You can create a sound for the caps lock button when it is pressed so you will immediately know when it’s turned on.
To turn on this option, first go to Control Panel and click on the Accessibility Options icon.
In the resulting screen check the box next to “Use Toggle Keys”, click OK and you are done.
Now every time you hit the caps lock key you will get a friendly beep notifying you it has been pressed.
This could be done with Windows Vista.
Go to Control Panel >> Ease of Access Center >> Make the keyboard easier to use.
There is a box for making the sounds.