Marta,
check your private messages. I mailed it to you as an attachment.
No installation required. You can take it with you and run it from a stick. To make it load automatically when Windows boots up, drag the file into your startup-folder.
No nag screen, no ads, no spyware. In fact, it’s no program at all. I just typed a few lines of code with AutoHotKey (autohotkey.com). I included the source code (the .ahk file), you can look into it with every text editor. If you don’t trust my compiled .exe, download your own copy of Autohotkey.exe, then run the .ahk file.
It’s so tiny you won’t even notice it’s running, the memory load is close to zero. To close it, go to the system tray in the lower right of your screen: Right-click the green H, then click on Exit
You didn’t tell me what shortcut you want assigned. I chose “Ctrl u” to uppercase, and “Ctrl Shift u” to undo (i.e. lowercase). Please note that this will override the Underline shortcut in Scrivener. Let me know if this is a problem and what keystroke you’d prefer. It’s possible to assign different keystrokes for different programs, or make it work in certain programs only (like Scrivener and Word), so it doesn’t interfere with the same shortcut in other apps.