Excel Proper Case Macro

I’m working in Microsoft Excel 2016 on a single-sheet file whose FIRST, LAST and ADDRESS columns arrived in all caps. I need a clean VBA routine that scans only those three columns and converts every cell to Proper Case—keeping the first character as-is and lowering the rest—while leaving everything else untouched.

Key points you must handle
• FIRST, LAST, ADDRESS are the only targets; every other column must stay exactly as found.
• Any cell that is already formatted correctly should be skipped, not rewritten.
• ADDRESS cells begin with street numbers; those numbers (and any other non-alphabetic characters) must stay exactly the same.
• The macro has to run in Excel 2016 without additional add-ins.

Deliverables
1. A well-commented .bas or .xlsm file containing the macro.
2. A short note explaining how to import/run it and, if needed, how to adjust the target column names.

That’s all—let me know if anything is unclear before you dive in.