Try something like the following untested air-code:

Function FirstCapital(InputString As String) As Long
' returns 0 if no capital found
Dim lngFirstCapital As Long
Dim lngLoop As Long
Dim strCurrChar As String

 lngFirstCapital = 0
 For lngLoop = 1 To Len(InputString)
   strCurrChar = Mid$(InputString, lngLoop, 1)
   If Asc(strCurrChar) >= 65 And _
     Asc(strCurrChar) <= 90 Then
     lngFirstCapital = lngLoop
     Exit For
   End If
 Next lngLoop

 FirstCapital = lngFirstCapital

End Function