Titles for controls and dialog boxes follow a specific capitalization convention.
The following are some general guidelines for capitalizing text within dialog boxes:
Use headline capitalization: capitalize the first and last words, and all other words except articles, prepositions, and coordinating conjunctions. However, if the dialog box is invoked from a menu (not from the Command prompt), its title should match the menu item.
Use headline capitalization for labels of control tiles such as buttons. Do not follow labels with a period. Follow the labels of a text box or a drop-down list with a colon ( : ). You may want to use sentence-style capitalization (in which you capitalize only the first word and proper nouns) if the label is lengthy or phrased as a question.
Use sentence-style capitalization.