Kelly,
The answer is probably due to how you are starting new lines. If you
are starting a new line by pressing the enter key then what you are
really doing is telling Word to start a new paragraph. Since
paragraphs start with sentences and sentences start with capitalized
words, AutoCorrect is doing its job.
If you are simply typing a stream of text then let Word automatically
wrap to the new line. If you need to force a line break (i.e., say for
a poem) use Shift+Enter