Excel can do sorts that are case sensitive.
Begin your sort as normal. That is, highlight the list to sort or select a cell in the data range to get Excel to select the whole thing for you.
If you're using Excel 2007, you need the Home Ribbon, Sort and Filter button, Custom Sort choice.
Excel 2007 will look like this:
Upon returning to the Sort window, finish setting your choices, complete the sort and then you're back to business as usual!
This time, the sorted data should be sorted in a whole new light! For example, lower case items will be sorted before the upper case.