Capitalising 'i' in Word

Just installed Microsoft Word 2007 on my PC. I know there's some way of "asking" Word to automatically capitalise 'i' to 'I' when typing this letter on its own. I've just been through Office Button>Word Options>Proofing but cannot find or remember where this option is. Can anyone please let me know where it is? Thanks!

 

Take a look at your AutoCorrect settings. Here's a reference: http://www.uwec.edu/HELP/Word07/AUTO-correplace.htm#AccessDB

And, here's a screen shot from my Word 2007 is attached.