Comparing Word 2003 and 2002, when I press F7 and there's a spelling error,
I see practically the identical interface. What version of Word are you
comparing with Word 2003? In particular, what are you seeing now, and what
were you seeing before?
If you want the old thesaurus, you can use Word's built-in ToolsThesaurus
command, rather than Lookup (Tools - Customize - Commands tab - All
Commands - ToolsThesaurus.) You can drag it to a toolbar, assign it to a
key, or put it into a shortcut menu (the latter using the Shortcut Menus
item in the Toolbars tab of the Customize dialog).