Capitalisation of proper nouns beginning with O apostrophe

Hello All,

Greetings from Melbourne, Australia!

As per the subject, my question relates to the correct capitalisation of names like O'Farrell and O'Reilly. I ask because the City of Melbourne is replacing our street signs with shiny new ones (that are not particularly attractive, I might add) and they have just replaced the charming O'SHANASSY ST sign with a bright new one that reads O'shanassy St not O'Shanassy St. I usually wouldn't be worried about such trifles, but it's right outside my door and it's over a metre long!

I'm pretty sure the street is named after http://en.wikipedia.org/wiki/John_O'Shanassy, whom (I have just learnt) after being elected to the very council that appears to have mangled his name, became the 2nd Premier of the State of Victoria. Impressive. He looks like a very serious dude draper to me, not at all like he would be blase about the capitalisation of his name.

I think little s O'shanassy is wrong, but I thought I would check with you good experts before acting like a pedantic fool and pointing this out to the City of Melbourne erroneously.

Advice?

With regards,

Leuis.