Tip: Capitalizing all lyrics with MS WORD
 

You can import lyrics from the internet, but a lot of times they are
in Proper case (first letter of sentence capital, rest lowercase).

Here's how to change them all in Word to uppercase:

Copy lyrics from web (highlight lyrics and right-click copy or CTL+C)
Open Word, paste lyrics (CTL+V)
Select all text (CTL+A)

Goto Format - Change Case - Upper Case

With the text still highlighted, go into KHP

Right click-paste or CTL+V them into the lyric edit window.

Viola! Instant caps!