Spaces are NOT allowed in any Internet address. Therefore, never use spaces when typing in an address. It's a good rule of thumb to not use spaces in your filenames either, instead replace a space with an underscore ie: file_name.doc
When typing an Internet address, capitalization may be important. An Internet address is only case sensitive for everything after the domain name. For example, it does not matter if you use uppercase or lowercase (ie: bbc.co.uk or BBC.CO.UK) you will still reach the same page. However, when typing the name of the page and/or directories, it is case sensitive.
Therefore, bbc.co.uk/news.htm is different than BBC.CO.UK/NEWS.HTM, although the domain name is valid in uppercase, because news.htm is uppercase the page will not work (unless an uppercase version of the page existed on the server). The same rule applies if the page on the server is uppercase and not lowercase, if this is the case than the uppercase version would work but not the lowercase!
Basically the rule of thumb is that most pages on the Internet are listed in lowercase, however if you're ever uncertain jusrt try both ways!