Caps lock

Hi, I switched to Mac a few months ago and am learning something new everyday. I have a MacBook Pro 15" . All of a sudden in the upper right of my screen when I hit the shift key an arrow pointing up appears. I believe it started shortly after I downloaded Lion. I tracked it to the modifier keys in the system folder in the keyboard folder. However no matter what I set it on it will not go away. I have tried to set to default, none etc and it still comes up on the screen. If I happen to hit it twice it locks the caps key. Am I in the wrong place? It is irritating and I see no use for it when there is a caps lock key on the keyboard. Any suggestions to get rid of this arrow.
Thanks,,,, memtenn60

Open your System Preference application and go to "Universal Access". Click on the keyboard tab. Make sure you have not selected "Sticky Keys".

Yes, that was it!!!! Thank you. I don't know when I did that. I will be checking the forum often. Lots of help and ideas I have found already just by scanning other questions.
That solved my problem,,,,, Thanks again
memtenn60