You probably have automatically update style set on the bullet style you're
using.
You don't say which version of Word you're using, but in Word XP/2003 go to
Format > Styles & Formatting to display the styles & formatting task pane.
Click in the paragraph where you have the problem.
RIght click on the box at the top of the task pane and choose modify. Make
sure that there is no tick in automatically update.
If you are using Word 2000, click in the paragraph and go to Format > Style.
Make sure there's no tick in automatically update.
Genine