Need Capitals in URL’s

I just discovered that WordPress favors URL’s that are all lower case. This is going to be a problem for me, as I want to convert several websites to WordPress that feature URL’s that look like this:

MySite/World/Spain

I used the following code to create pretty permalinks:

%category%/%postname%

Is there something I can to make %postname% preserve any capitals that I include in my post title, giving me MySite/World/Spain, rather than MySite/world/spain?

Thanks.