let me first say that this links dos not apply to my problem the first one is :
and it dos not apply because I dont use remote app, and also i able to change settings
this one has similar problem but he working with remote app and do not have the Upper Case and Caps Lock is off
http://social.technet.microsoft.com/Forums/en-US/itproxpsp/thread/f978e234-2b3c-4780-9dda-bec52b25330d
this one using XP i have it on windows 7 connecting to remote server 2008 r2
here is the issue
my users remote control a terminal services farm, now when they changing language to English some time it change to English Upper Case and caps lock is off ! then the Alt + Shift and the go back to English lower case and if they just play with this (i mean they just use Alt Shift over and over to try to get back to normal state when you hold shift and alt and you change to English and back to Hebrew if you hold the alt shift one more time )
i tonic some thing strange ifi hold down first the alt and then the shift this issue happen more often
i upload a video on this showing the problem live on my dropbox :
https://dl.dropboxusercontent.com/u/103434771/meditowers/IMG_0245.MOV
here is how the normal setting should be
Alt + shift need to change to lower case English
then Alt shift one more time will go back to Hebrew
now if you hit on the caps lock you will be in English all the time with Upper Case