However, since the error is most often made by English speaking writers, I thought I'd point it out. Because capitalizing every word in a title in French basically screams out "Written By Anglo".
Here are some examples of proper title capitalization in French. Here, the Bloc Québécois gets around the rule, sort of, by writing in all caps. By the way, the Q of Québécois should be lowercase, but you could forgive the implied "des" which would make it OK (Bloc de Québécois as in bloc of Quebeckers and not Quebec bloc).
Once you have mastered that, you can move on to subtleties like these:
Can you explain Nouveau Parti démocratique ? Also, note the capital E in "La journée mondiale de l'Environnement" but the lower case of Journée mondiale des océans, found here.
Update: Just realised Blogues Progressites is OK if you accept that it implies "de" as in Blogues de Progressistes. And since the English title is Progressive Bloggers, not Progressive Blogs, I suppose it does.