Are you pressing Enter at the end of the first line? If so, you are creating
a new paragraph, and Word (reasonably enough) assumes that the beginning of
a paragraph is the beginning of a sentence, and the "Capitalize first letter
of sentences" AutoCorrect option is exercised. Instead of pressing Enter,
either let the line wrap naturally, or, if you need a new line, insert a
line break using Shift+Enter.
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