I don't rely on clicking Default buttons in Word to make changes to my Normal template and it sounds like you shouldn't either.

OPEN the Normal.dotm template contained in your %appdata%\Microsoft\Templates folder and make your page setup changes there directly. Make sure you don't simply double click this file since that doesn't actually open it (check the filename in the status bar to confirm the filename is Normal.dotm). Once you are happy with that file, save and close.

Then try again to see what happens in your new documents.

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Andrew Lockton
Chrysalis Design, Melbourne Australia