In the good old days, all keyboards had indicator LEDs that showed the on/off status of Caps Lock, Num Lock, and Scroll Lock.
Nowadays they're not so ubiquitous. My fancy-schmancy Logitech keyboard, for example, has multimedia buttons aplenty, but no LEDs. And I've seen some netbooks and laptops that lack them or have just one or two.
Keyboard Leds is a free utility that puts keyboard LEDs right where you can see them: in the Windows System Tray.
All you do is choose an "LED" color for each of the three keys. When you subsequently press any of them, you'll see that color light up in the Keyboard Leds System Tray icon.
You can also make a small onscreen alert appear (just above the Tray) when you press any or all of the keys. That can really help against accidental Caps Lock presses--you know, like when you type a full paragraph before realizing it's on.
Killer utility. I'm loving it. (Credit where credit is due: I first spotted this at Download Squad.)
By the way, Windows 7 users may need to tweak their System Tray so Keyboard Leds is always visible. Find out how in my previous post on showing more icons in the System Tray.