ok, revised code for one specific cell, in this case A1:
Private Sub Worksheet_Change(ByVal Target As Excel.Range)
If Target.Value <> "" And Target = [A1] Then
Target.Value = UCase(Target.Value)
End If
End Sub
To add it:
go to the visual basic editor (tools,macro,visual basic editor)
double click on the sheet you want to add the code to in the Project window (should be in top left corner)
copy and paste the code in the big white space on the right
close the vba editor
enter a word in lower case into cell A1 on your sheet and see it change to uppercase as if by magic!