Easier said than done, especially if you have Word "helping" you. Sometimes
you have to go back and explicitly remove formatting that Word has
"helpfully" applied to the paragraph mark even though you were careful not
to select it.
What I see happening in Word 2007 is not automatic formatting, but
automatic selection of the paragraph end mark, which has exactly the same
result. I know of only one way to avoid selecting the paragraph end mark.
It has to be done from the keyboard:
1. Place the insertion point to the left of the word or phrase to be
selected.
2. Press the Shift key and hold it down.
3. Press the Right Arrow key until the intended selection is complete.
4. At this point, Word will try to be helpful and will automatically select
the next paragraph end mark.
5. Still holding the Shift key down, press the Left Arrow key once. This
should leave the paragraph end mark out of the selection.
6. Release the Shift key.
HTH.