There is an options for this on "transfer confirmation dialog" and "preferences dialog".

Unfortunately, some Windows programs create files with all-uppercase or sometimes really weird capitalizations. This is a problem if the remote system is Unix, which typically really doesn't like filename extensions to be in uppercase or mixed case (they want .jpg, not .JPG or .Jpg). It would be nice to have options in WinSCP to downcase either the whole filename or just the extension. Doing it manually for one file is one thing, but when you're uploading 200 files in a bunch it's nicer to do it automatically.

Right now I'm using a script on the Unix side, but I can't run it until the upload is 100% complete, or WinSCP will complain that it can't change the mode of the file that it just finished copying (because it has changed names.)