I wish I didn’t have to write this post, but there was just no easy information available about this seemingly easy task. Normally, I wouldn’t even have bothered, but during playing Battlefield 3 (or other full-screen games), if you happen to hit Caps lock, this popup will cause the game to run in window mode (and having you killed in the process!).
I have a Microsoft Wireless Keyboard 7000, and if your popup looks like the one in the image above, you can disable it with the Microsoft IntelliType software.
Here’s how to disable those annoying on-screen notifications for caps lock, scroll lock and num lock from appearing on your screen:
If you haven’t already, download and install Microsoft IntelliType
Open it by typing Microsoft Mouse and Keyboard in Start menu/screen, and select your keyboard
Point your mouse cursor on the key you want to disable (CAPS LOCK, for example):
Click the highlighted CAPS LOCK entry (or click on the CAPS LOCK button with the mouse, and DISABLE Display CAPS LOCK status on the screen:
Repeat the process for other keys, if you want
Enjoy bother-free gaming!