Something I can set to see if my Caps Lock is on?

Visual Studio does not show caps lock, numlock or scroll lock settings and I cannot find a way to modify this. Some keyboards have a light that turns on when these keys are in effect and I have seen that there some 3rd party add-ons that will display the state of these keys in Windows in general.

I guess if you start typing and it displays in all caps then you can assume that the Caps Lock key is on :-)

Here's a handy (and free!) 3rd-party utility I just found:  www.snapfiles.com/.../traystatus.html

It puts status icons for capslock and numlock in your Windows system tray.  I've just installed it on Win7 64-bit and it seems to work great.  Note that you'll want to go into the Customize screen for the system tray and select "Show icon and notifications" for each of these icons, otherwise Windows will auto-hide them.