Potresti attivare tu il CAPS LOCK "premendolo" usando due api:
codice:
Private Declare Function GetKeyState Lib "user32" (ByVal nVirtKey As Long) As Integer
Private Declare Sub keybd_event Lib "user32" (ByVal bVk As Byte, ByVal bScan As Byte, ByVal dwFlags As Long, ByVal dwExtraInfo As Long)

Function KeyState(VirtualKey As Long) As Boolean
  KeyState = GetKeyState(VirtualKey)
End Function

Private Sub Command1_Click()
If KeyState(vbKeyCapital) = False Then
  keybd_event vbKeyCapital, 0, &H1, 0
  keybd_event vbKeyCapital, 0, &H2, 0
End If
End Sub
Così premendo Command1, se è inattivo, viene premuto il tasto.