try a different font set as you may be using one that only has upper case letters
also you may have turned on "Upper Case" in the Font Option settings. How to fix this depends on the version of Word you are using. Below are the instructions for Word 2007.
"In Microsoft Office Word 2007 you can change the capitalization of words, sentences, or paragraphs by doing the following:
Select the text that you want to change the case of.
On the Home tab, in the Font group, click Change Case , and then click the capitalization option that you want.
To capitalize the first letter of a sentence and leave all other letters as lowercase, click Sentence case.
To make all of the letters lowercase, click lowercase.
To capitalize all of the letters, click UPPERCASE.
To capitalize the first letter of each word and leave the other letters lowercase, click Capitalize Each Word.
To shift between two case views (for example, to shift between Capitalize Each Word and the opposite, cAPITALIZE eACH wORD), click tOGGLE cASE."