Nick,

GNO's method will work for "all" words like you asked. However, here is a
macro that will title case only the words that would normally be in title
case (i.e., excludes words like a, or, etc.). You can exit the "excludes"
to suit your needs:

Sub TitleCaseWithLowerCase()

Application.ScreenUpdating = False

'Capitalize all words in selection
Selection.FormattedText.Case = wdTitleWord

'Uncapitalize the listed words
Selection.Find.ClearFormatting
Selection.Find.Replacement.ClearFormatting

Call DoTitleCase("The ")
Call DoTitleCase("Of ")
Call DoTitleCase("And ")
Call DoTitleCase("Or ")
Call DoTitleCase("But ")
Call DoTitleCase("A ")
Call DoTitleCase("An ")
Call DoTitleCase("To ")
Call DoTitleCase("In ")
Call DoTitleCase("With ")
Call DoTitleCase("From ")
Call DoTitleCase("By ")
Call DoTitleCase("Out ")
Call DoTitleCase("That ")
Call DoTitleCase("This ")
Call DoTitleCase("For ")
Call DoTitleCase("Against ")
Call DoTitleCase("About ")
Call DoTitleCase("Between ")
Call DoTitleCase("Under ")
Call DoTitleCase("On ")
Call DoTitleCase("Up ")
Call DoTitleCase("Into ")

'Uncomment the next line if you want the selection dismissed.
'Selection.Collapse wdCollapseStart

're-capitalize first word in title
Selection.Characters(1).Case = wdUpperCase

End Sub

--
Greg Maxey/Word MVP
See:
http://gregmaxey.mvps.org/word_tips.htm
For some helpful tips using Word.

NickEaston wrote:
I need a macro or something to capitalize the first letter of all
words in selections of several hundred words each.