If you mean that when you type a URL you don't want it to become a working
hyperlink, uncheck "Internet and network paths with hyperlinks" in Tools >
AutoCorrect Options > AutoFormat As You Type (in Word 2007, you get to
AutoCorrect Options through a button in Office button > Word Options >
Proofing).
If you mean that you want them to be hyperlinks but you want them to look like
ordinary text instead of blue and underlined, modify the Hyperlink style (and
probably the Followed Hyperlink style, too) to be just "Default paragraph text"
without any color or underline.
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