Does ''THE'' conform the name of the United States of America?

I thought to myself "Who would know better than the U.S. government how to write this correctly?" so I went to a href="http://www.usa.gov/." rel="nofollow"http://www.usa.gov/./a I found at least three references to "the U.S." or "the United States" with no capitalization of "the". So, I would say no. It should not be capitalized.