It is difficult to understand why the built-in command (CTRL+H) is not working but check the shortcut key assignments -
http://www.gmayor.com/installing_macro.htm
If you record the macro, it should give you:
Code:
Sub Macro1()
'
' Macro1 Macro
'
'
Selection.Find.ClearFormatting
Selection.Find.Replacement.ClearFormatting
With Selection.Find
.Text = "*"
.Replacement.Text = ""
.Forward = True
.Wrap = wdFindContinue
.Format = False
.MatchCase = False
.MatchWholeWord = False
.MatchKashida = False
.MatchDiacritics = False
.MatchAlefHamza = False
.MatchControl = False
.MatchWildcards = False
.MatchSoundsLike = False
.MatchAllWordForms = False
End With
Selection.Find.Execute
End Sub