Well I play any game when I hit my caps lock key it minimizes the game to the desktop. Its a pain in the ass when it happens in Gmod and any other Source Game. My computer is a PC (Studio XPS - outfitted to be a PC gaming laptop) with Windows Vista that I got for Christmas in 2009. My desktop was bitch and sadly had less hard drive space then my new laptop, so I started using this in 2010 and it ran smoothly with no problems with the caps lock till now.
I'm guessing you have a microsoft keyboard and installed the intellitype software that windows update tells you to get (or something similar), and there's a 'caps lock ON' overlay when the key is pressed. You should be able to disable the overlay in the keyboard settings somewhere.
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