Conversion in PROPER Case except the word(s) written in CAPITAL Letter.

SM_Talal This User defined function (in a normal module in VBA) seems to do it:

Option Explicit

Function MyProper(Source As Variant) As String
    Dim Data As Variant
    Dim lWd As Long
    Dim Words As Variant
    If TypeName(Source) = "Range" Then
        Data = Source.Value
    Else
        Data = Source
    End If
    Words = Split(Data, " ")
    For lWd = LBound(Words, 1) To UBound(Words, 1)
        If Words(lWd) <> UCase(Words(lWd)) Then
        Words(lWd) = Application.Proper(Words(lWd))
        End If
    Next
    MyProper = Trim(Join(Words, " "))
End Function