Sub optProper_Click()
'David McRitchie, programming, 2003-03-07
Dim rng1 As Range, rng2 As Range, bigrange As Range
Dim cell As Range
   Application.ScreenUpdating = False
   Application.Calculation = xlCalculationManual
   On Error Resume Next
   Set rng1 = Intersect(Selection, _
           Selection.SpecialCells(xlCellTypeConstants))
   Set rng2 = Intersect(Selection, _
           Selection.SpecialCells(xlCellTypeFormulas))
   On Error GoTo 0
   If rng1 Is Nothing Then
       Set bigrange = rng2
   ElseIf rng2 Is Nothing Then
       Set bigrange = rng1
   Else
       Set bigrange = Union(rng1, rng2)
   End If
   If bigrange Is Nothing Then
       MsgBox "All cells in range are EMPTY"
       GoTo done
   End If
   For Each cell In bigrange
       cell.Formula = Application.Proper(cell.Formula)
   Next cell
done:
   Application.Calculation = xlCalculationAutomatic
   Application.ScreenUpdating = True
End Sub

If not familiar with VBA and macros, see David McRitchie's site for more on
"getting started".

http://www.mvps.org/dmcritchie/excel/getstarted.htm

In the meantime..........

First...create a backup copy of your original workbook.

To create a General Module, hit ALT + F11 to open the Visual Basic Editor.

Hit CRTL + r to open Project Explorer.

Find your workbook/project and select it.

Right-click and Insert>Module.  Paste the code in there.  Save the
workbook and hit ALT + Q to return to your workbook.

Run or edit the macro by going to Tool>Macro>Macros.

You can also assign this macro to a button or a shortcut key combo.

Gord Dibben  MS Excel MVP