What to capitalize:

a. "song of the shirt" c. "the spider and the fly"

b. "letter to a young friend" d. "sonnet on his blindness"

All the proper nouns should be capitalized as well as the first letter of the first word in each proper name.

So what I mean is:

"Song of the Shirt" "The Spider and the Fly" "Letter to a Young Friend" and "Sonnet on His Blindness" are all correct ways to capitalize things.