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.

Simon Heimlicher

Project Manager