With using caps lock for word capitalization, when I type fast using my Linux distro, I get the following:
CAps LOck NOt WOrking PRoperly.
I tried the same keyboard on a windows machine, it works properly. So, the main reason of the problem seems to be my Linux distro.
PS1: Same problem is also mentioned here:
PS2: I use Ubuntu 13.04
PS3: Please do not give the advice to use shift instead of caps lock for capitalization purposes.