AutoCAD 2000 introduced the AutoCaps for MText, but I have found it unreliable, even as late as R2007.
The capsman.exe loads into resident memory and simply watches for changes in the topmost window. If AutoCAD is the topmost window it automatically turns CAPSLOCK on. If you open certain other programs it will automatically turn it off. If you right click on the icon in the taskbar you will be able to configure the program. (at least I think I included that feature in the executable uploaded here) You can also exit the program by right clicking on it in the task bar and selecting exit. Otherwise it hides itself back to the taskbar.
I think if you do a quick search for it here, you will find the command line switches for quiet loading so you can put a link to it in the startup suite or the run key in the registry. (I don't remember what they were at the moment)