You SHOULD be doing this as Stefan suggests and structure your document correctly but a macro to suppress the line numbers on empty paragraphs is easy enough.
Code:
Sub Temp1()
Dim aPara As Paragraph
For Each aPara In ActiveDocument.Paragraphs
If aPara.Range.Text = vbCr Then
aPara.NoLineNumber = True
End If
Next aPara
End Sub