CapsWiz keeps the caps lock on for a particular window and its child
windows.  (There is a shareware by the same name, written by somebody
else, which does the same thing but with more options)

Usage:

capswiz.exe <window name> [<flash>]

The first argument is the window title.  Window name can be partial
(substring).

If there is a second argument (any value), capswiz will enter a
verbose mode where each CAPS toggling is notified (flashed).

If CapsWiz is launched with no arguments (ie, doubleclick), a GUI is
shown to choose a window title, set flash and Hide or Disable

CapsWiz runs in the background, no icon.  In order to kill, run
CapsWiz again (which will activate the first instance because only one
instance of the program will be active at a time) to get the GUI.

Installation:

Just unzip to the folder of your choice (I recommend
C:\Program Files\CapsWiz).

This program doesn't create any registry entries or mess with your
system in any other way.

To uninstall, just delete all the files in the installation folder.