Then it should continue to the next column when you continue typing.

Scrolling down will not be effective because of how Word treats scrolling. If you use the left/right arrow keys to scroll through text, Word will move to a column. If you use the scroll bar or the up/down arrow keys it will go by page.

I hope you are not using the Click-and-Type "feature." Until you type something in the second column, there is nothing there. The Click-and-Type inserts bunches of empty paragraphs and may mess with your formatting.