It is a really bad idea to leave this setting turned on for your documents - especially if the template attached is Normal.dotm. If you send your document to other people, the styles will refresh to their template instead of yours so you will never be able to predict what the document will look like on other machines.
However, you can add a macro to your template to either refresh styles at the click of a button or perhaps as you open an existing document. The macro can do the same thing but by leaving that checkbox unticked, it won't run on documents that you have sent to other people.
Code:
Sub AutoOpen()
ActiveDocument.UpdateStyles
End Sub