taken from http://www.rasmusen.org/w/capitalization.htm

Capitalization Rules for Titles. I recommend the NIVA, Inc. Writer's Block site, "Writing Tips," http://www.writersblock.ca/tips/index.htm. It has a page on the "Subjunctives" and another on "Capitalization in Titles".

NIVA follows the general rules for capitalizing words in document titles set out in The Chicago Manual of Style (with one minor exception-- see the note in rule 3):

1. Always capitalize the first and the last word.
   
   
2. Capitalize all nouns, pronouns, adjectives, verbs, adverbs, and subordinate conjunctions ("as", "because", "although").
   
   
3. Lowercase all articles, coordinate conjunctions ("and", "or", "nor"), and prepositions regardless of length, when they are other than the first or last word. (Note: NIVA prefers to capitalize prepositions of five characters or more ("after", "among", "between").)
   
   
4. Lowercase the "to" in an infinitive.
   

Rule 1 extends to the first and last word of phrases separated by colons, so you should write "The Colon: An Important Mark, Yet...".

Following Chicago (not NIVA), one should capitalize the following words:

"In" as an adverb ("Bringing In the Sheaves", in contrast to "The Fish Was in the River")

Subordinating Conjunctions: "after," "although," "as," "because," "before," "how," "if," "once," "since," "than," "that," "though," "till, " "until," "when," "where," "whether," "while."

Do not capitalize the following words:

"In" as a preposition or as part of an infinitive ("He Wanted to Be Tall")

Short Prepositions: "at," "but," "by," "down," "for," "from," "in," "into," "like," "near," "of," "off," "on," "onto," "out," "over," "past," "till," "to," "up," "upon," "with."

Long Prepositions: "about," "above," "across," "after," "against," "along," "among," "around," "before," "behind," "below," "beneath," "beside," "between," "beyond," "despite," "down," "during," "except," "inside," "outside," "over," "past," "since," "through," "throughout," "toward," "under," "underneath," "until," "within," "without".

Co-ordinating conjunction: "and," "but," "or," "nor," "for," "so," "yet", "but," "for."

"But " and "for" are sometimes prepositions and sometimes conjunctions.

Two-Letter Words
Some writers lowercase all two-letter words, probably by extrapolation from the short prepositions "of", "to", "up", and so on, and the word "to" in infinitives. But if a two-letter word is acting as a noun, pronoun, adjective, or adverb, it must be capitalized. For example:

Go Tell it on the Mountain
(wrong; "it" is a pronoun and should be capitalized)

When is a Spade a Spade?
(wrong; "is" is a verb and should be capitalized)

Multipurpose Words
Some writers lowercase words that can function as prepositions when those words are currently functioning in other capacities. For example:

The Man in the Moon Owns a Yellow Balloon
(correct; "in" is functioning as a preposition and should be lowercased)

Bringing in the Sheaves
(wrong; "in" is functioning as an adverb and should be capitalized)

Phrasal Verbs
Some writers find it hard to decide how to capitalize a title containing a phrasal verb. Phrasal verbs are verbs whose meaning is completed by a word called a particle. For example, the verb "to give" has a different meaning than the phrasal verb "to give up".

Like other multipurpose words, words functioning as particles must be distinguished from the same words functioning as prepositions. Particles are always capitalized because they form part of the verb. For example:

My Travels up Nova Scotia's South Shore
(correct; "up" is functioning as a preposition and should be lowercased)

Setting up Your Computer
(wrong; "up" is functioning as a particle and should be capitalized)