Попробуйте это :
Public Class Form1
Private Declare Sub keybd_event Lib "user32" (ByVal bVk As Byte, ByVal bScan As Byte, ByVal dwFlags As Integer, ByVal dwExtraInfo As Integer)
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
Call keybd_event(System.Windows.Forms.Keys.CapsLock, &H14, 1, 0)
Call keybd_event(System.Windows.Forms.Keys.CapsLock, &H14, 3, 0)
End Sub
End Class