Text Case Problem

I have a couple of Me conundrums going on--this first:

In April I had a new computer built to boot either Millennium or XP. Both
OS are on appropriate partitions (C=FAT32; G=NTFS) on a 160 GB drive.
When I use Windows Explorer in Me (but not XP) I find all folder and file
names with 8 or fewer characters converted to all caps (DOS). Longer names
appear with initial caps or all lower case letters just as I named them.
The admixture of naming formats looks chaotic and the DOS version is
inappropriate for files I upload to my websites. Is there any way I can
force Millennium's WinExp to use mixed-case and lower case letters only for
every name?

Thanks for hanging in here for diehards like me :-)