A Web site I sometimes visit has these heads:
How it Works
One of these things is not like the others!
There are two common schools of thought about the capitalization of heads:
1) Just initial cap everything.
2) Initial cap everything except articles (like "a" and "the") and short prepositions (like "to"). Prepositions at the end, however, get an initial cap (as is done in "Sign Out").
In case you're confused, I'm harping on "How it Works." Although "it" is short, it's not an article or a preposition. If you're following school of thought 1, then "it" should be capped. If you're with number 2, same result. There is no school of thought 3, where short words stay lowercase.
When you're deciding which way to go, pick the way you like and be consistent.
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