Someone kindly provided me with:

Function FrstLtrs(MyStr As String) As String 
Dim temp 
Dim i As Long 
TmpStr = Split(Trim(MyStr)) 
For i = 0 To UBound(TmpStr) 
If Asc(Left(TmpStr(i), 1)) >= 65 And _ 
Asc(Left(TmpStr(i), 1)) <= 90 Then 
FrstLtrs = FrstLtrs & Left(TmpStr(i), 1) 
End If 
Next 
End Function 

Which worked great but didn't ignore The/And/Of if capped.  So I found some 
code that should have worked

If Not (UCase(TmpStr) = "OF") And Not (UCase(TmpStr) = "FOR") And Not 
(UCase(prom) = "THE") And _
            Not (UCase(prom) = "AND") And Not (UCase(prom) = "A") And Not 
(UCase(prom) = "ON") Then

and of course added another
End If

But I get value errors.

Any thoughts appreciated.