Here's the formulas to convert the data of the current textbox to UPPER case or lower case.

Convert To UPPER case
translate(., "abcdefghijklmnopqrstuvwyxz", "ABCDEFGHIJKLMNOPQRSTUVWYXZ")

Convert to lower case
translate(., "ABCDEFGHIJKLMNOPQRSTUVWYXZ", "abcdefghijklmnopqrstuvwyxz")

Convert first letter to UPPER case:
concat(substring(translate(., "abcdefghijklmnopqrstuvwxyz", "ABCDEFGHIJKLMNOPQRSTUVWXYZ"), 1, 1), substring(., 2, string-length(.) - 1))

Introduction to designing a form in InfoPath 2010
http://office.microsoft.com/en-us/infopath-help/introduction-to-designing-a-form-in-infopath-2010-HA101821252.aspx?CTT=1

InfoPath 2010 features unavailable in Web browser forms
http://office.microsoft.com/en-us/infopath-help/infopath-2010-features-unavailable-in-web-browser-forms-HA101732796.aspx?CTT=1

InfoPath 2010 Technical Articles
http://msdn.microsoft.com/en-us/library/gg271284.aspx

Building SharePoint Applications with InfoPath 2010 (Part 1 of 2)
http://msdn.microsoft.com/en-us/library/ff961896.aspx

Building SharePoint Applications with InfoPath 2010 (Part 2 of 2) (MSDN refresh)
http://msdn.microsoft.com/en-us/library/ff961895.aspx

Step-by-step tutorial
InfoPath 2010 Training Labs
http://msdn.microsoft.com/en-us/library/office/gg180739(v=office.14).aspx

InfoPath 2010 and Forms Services
http://msdn.microsoft.com/en-us/gg621277