CAPS LOCK Behavior on 13" MacBook

I just purchased a 13" 2.4 GHz Aluminum MacBook, my first Mac coming previously from Windows PC's. I just have a dumb question that I can't find an answer to. On all PC's (and maybe on previous Mac's as well), if your CAPS LOCK key was on, you could hold the SHIFT key down to get lowercase letters without turning off CAPS LOCK. However, this behavior does not work on the new MacBooks, at least not on mine. Is there any way to turn on this behavior either using the SHIFT key or some other key? I could not find anything in any preference settings, and tried the other modifier keys and they did not work either.
Thanks in advance for any help here.
Tony

GfulDedFan wrote:
Activating caps lock means that the capital letters are locked on. To turn it off, press the caps lock key once again. In order to use both capital and lower case, use the shift key for temporary capital letters instead of the caps lock. The shift key override of active caps lock is a windows thing. -GDF
Well, of course I understand all of that. The issue is that I have situations where I need to type MOSTLY in CAPS for a long period of time but with lowercase letters thrown in the mix as well. I would hate to have to hold down my shift key for all the caps, or have to continuously turn the CAPS LOCK off to get a lowercase letter or two and then back on again. ALL PC's allow you to use a modifier key (usually SHIFT) to get lowercase letters when the caps lock is on just for this purpose. It surprises me that there is no way to do this on a Mac.
Tony

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