I personally just let it capitalize the i and when I am done with the document, do a Find and replace with Matching the case. Of course, you need to remember to put a space before and after the i. This would miss other punctuation marks after the i, e.g. IBM I? I don't normally have many of those.

It's hilarious. I don't know how many times a day I do that, too. So to save the rest of us time finding out how, where did you actually do it at?