With this hack, if you enter a file or folder name in upper case, Windows will change the entry to upper and lower case to make it more visually appealing.
Navigate to:
HCU\ Software\ Microsoft\ Windows\ CurrentVersion\ Explorer\ Advanced
Modify the DWORD Value Don’tPrettyPath to 0, and Windows will adjust the capitalisation. Set it to 1 and Windows will accept the capitalisation as entered. A restart might be required for the change to take effect.