Why Start Each Word in a Title with an Uppercase Letter? [duplicate]

Possible Duplicate:
Which words in a title should be capitalized?

I'm not a native speaker of English, and I've asked myself a lot why on many (most?) blogs, all words in an article’s title (except some little words like "of", "for", "with", ...) start with an uppercase letter. From my point of view it makes it less readable. But maybe it's a grammatical rule I don't know.

Example: http://nytimes.com/

Solution 1:

The New York Times is not a blog, it's a newspaper that has an online version. Those are headlines, and that is how headlines are written.

More specifically, that is how headlines are written according to the AP (Associated Press) Stylebook.