Quoted from: Microsoft Manual of Style for Technical Publications
Many books and Help topics now capitalize only the first word of chapter titles and other headings; design guidelines are less formal than in the past. The following guidelines represent traditional title capitalization standards. They are especially useful in answering questions about capitalization of adverbs, prepositions, verbal phrases, and the like. If your design does not use traditional capitalization, follow your design guidelines.
Capitalize all nouns, verbs (including is and other forms of to be), adverbs (including than and when), adjectives (including this and that), and pronouns (including its).
Always capitalize the first and last words, regardless of their part of speech (“The Text to Look For”).
Capitalize prepositions that are part of a verb phrase (“Backing Up Your Disk”).
Do not capitalize articles (a, an, the) unless an article is the first word in the title.
Do not capitalize coordinate conjunctions (and, but, for, nor, or).
Do not capitalize prepositions of four or fewer letters.
Do not capitalize to in an infinitive phrase (“How to Format Your Hard Disk”).
Capitalize the second word in compound words if it is a noun or proper adjective or the words have equal weight (Cross-Reference, Pre-Microsoft Software, Read/Write Access, Run-Time). Do not capitalize the second word if it is another part of speech or a participle modifying the first word (How-to, Take-off).
Capitalize interface and program terms that ordinarily would not be capitalized, unless they are case-sensitive (“The fdisk Command”). Follow the traditional use of keywords and other special terms in programming languages (“The print Function,” “Using the EVEN and ALIGN Directives”).