This is how I have done it:
(1) Insert a column beside the column that has the text. For this example, ColA is your column and ColB is the inserted column.
(2) In the first cell in ColB that corresponds to your text in ColA, enter the following formula: =Upper(A1).....assuming that you have text in A1 to convert to upper case.
(3) Copy the formula down the entire ColB. You should see all of your text from ColA now in upper case in ColB.
(4) Copy all of ColB and Paste Special in ColA--when you Paste Special be sure to choose VALUES.
(5) If your pasted ColA is correct, delete ColB.
HTH