Automatic switch from caps to sentence letters as in Windows

Is there any way to have this feature on MAC OSX?
Before, when I had PC, and I was typing something i.e. "wORD" after I pressed space it automatically changed it to "Word".
I am not sure if it's an issue with Office or with the whole OS.
This is the most annoying thing about my mac and I would highly appreciate any help since all my work is related to tons of typing.

Thank you

OS X auto correction does not do a "change case" (neither does Windows). You have to set that up in your word processor software; ie: MS Word, Pages, etc - just as you did in Windows.

Mac Word doesn't have this option, I looked everywhere.
Also, it says here that this is only Windows feature

Word 2007/2008: AutoCorrect: Corrections and Replacements, UWEC

Windows only: Correct accidental usage of cAPS LOCK key tHE GRADES HAVE BEEN TURNED IN. The grades have been turned in.

The point here is that this is not a feature of the operating system, it's done with your word processor. MS Office 2011 does not have that as an option and since I'm not at the office right now I can't check my copy of Office 2010.

However, in Word 2011 if you accidentally leave the caps lock key on and wish to correct what you typed, it's a simple matter of highlighting the word(s) and then select Format, Change Case from the top menu.

Oh, I c, Thanx!