Need help: File names become CAPITAL when browsing in SD card???

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When I copy some files or folders into my SD card, the names look just right on my computer. but when I put SD into my mobile phone and browse them, the names of some(not all of them) files/folders become capital.
I've tried XP and Win7, still the same.

For example: I copy two folders - conf and media - into my SD card, but they become CONF and MEDIA in my mobile.

How could this happen? Somebody can help me with this?

What is the output when you run "cat /etc/fstab" on your phone via command line?

thanks for replying.
I'm sorry I didnt make myself clear. this all happened in WM65, not in Android.
maybe I've post it in the wrong place ^_^