Glen Akins made a USB notification device that make annoying warning noise when CAPS LOCK is enabled:
The only way to make CAPS LOCK even more annoying was to make it audible! Now never type a password in all upper case, join 500 lines together in vi, or turn a harmless forum post into an ANGRY SCREED without warning again! This project uses a PIC16F1459 to monitor the USB output report containing the CAPS LOCK status from the connected PC. When CAPS LOCK is enabled, the PIC turns on an annoying warning buzzer.