I didnt know this until just now, but if you are typing and need to use a bunch of capital letters, you can double tap the shift key and it go into caps lock.
Just an FYI for the casual geek.
Thanks - that's just how I want it to work! I wouldn't have thought they would have combined the Auto and Lock, but I should have known better...To use this feature, you need to enable Caps Lock in Settings.
Choose General > Keyboard and turn Enable Caps Lock on or off.