Set up a file signup-xtra.php in your main ListMail folder containing the following (example for list 1):
<?phpif($list=='1'){ mysql_query("update lm_users set fname = '".strtoupper($fname)."', lname = '".strtoupper($lname)."' where uid = '$uid'");}?>
Please note there are some improvements to signup-xtra in the upcoming update. Notably, the welcome message is processed AFTER signup-xtra.php as it should be...
Regards