On Wed, 11 Jan 2012, Francois Gouget wrote: [...]
Group box labels are supposed to use sentence-style capitalization: http://msdn.microsoft.com/en-us/library/aa511459.aspx
But dialog box titles are supposed to use title-style capitalization, hence the case difference: http://msdn.microsoft.com/en-us/library/aa511268.aspx#titles
One more precision though: capitalization rules are language-specific and often poorly or completely undocumented for anything but English.
For instance, from memory, the Gnome Interface Guidelines, which are written in English, specify that buttons must use title-style capitalization. However in French the rule is that everything uses sentence-style capitalization.
So what I wrote in my previous email only applies to English and translators will need to figure out on their own what is appropriate for their language.