When I click on Actions > Case conversions, I just get a box flash on the screen, then everything is changed to Mixed Case.
I don't seem to be able to select any of the other options.
Any ideas (or can someone supply me with the correct file) ?
If you select an action from the action groups in the action menus, then this action is executed immediately.
If you want to get a choice, either edit that action group or call an "Action (Quick)" from the toolbar or via the shortcut Shift-Alt-6 and select the action of the type "Case conversion" there.
Thats because you choosed to direct call this predefined conversion Action.
If you have a look at Actions -> Actions you see all the existing predefined actions. One of them is called "Case conversions".
You can adjust this action to your needs or add own actions whenever you need a new one.