I am new to excel, can I change case in excel and if so How can I change case in excel 2003?

You mean change the case of text typed in a cell, like you can for Microsoft Word?

If A1 has the text "lazy brown dog" in it, then this formula in B1 shows it another way:

=UPPER(A1)
=PROPER(A1)

Play around with them and you'll see.

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If you have a column of strings you want to change this way, and get the changes back into the original cells, do this:

1) Enter your =PROPER(A1) formula in an empty column
2) Copy that cell down as far as needed to get new values for your whole data set.
3) Highlight the new values you created
4) Ctrl-C to copy them all at once
5) Click on your original data (A1 ?)
6) Select Edit > Paste Special > Values
7) Remove your added column of formulas

Done.