We just had (possibly) the same effect - but the CapsLock indicator did not light up and the problem was limited to Word (in other apps, lower case letters were used). Apparently we unintentionally activated "All Caps" in Word - this can be done via CTRL + SHIFT + A or SHIFT + F3. Maybe this hint is helpful...

I have also had the keyboard for several months, but I do not have the problem with the CapsLock. I don't know how it could be activated without pressing the key. I think it's more of a fault. If you still have warranty, you can try to have the keyboard replaced.