That isn't happening here. Not sure what you document looks like, but you could try:
Code:
Sub ScratchMacro()
'A basic Word Macro coded by Gregory K. Maxey
Dim oRng As Range
Dim oRng2 As Range
Set oRng = ActiveDocument.Range
oRng.Collapse wdCollapseEnd
oRng.Start = oRng.Start - 1
oRng.Font.Underline = wdUnderlineNone
oRng.InsertAfter vbCr & "First Part - End"
Set oRng = ActiveDocument.Range.Paragraphs.Last.Range
oRng.Font.Underline = wdUnderlineNone
lbl_Exit:
Exit Sub
End Sub