The older style spelling dialog box used to have a Change All button which did this. For some reason Microsoft seem to have removed this from the Pane that now pops up when doing a spell check.

Luckily, you can still do a spell check with the older dialog if you add the button to your Quick Access Toolbar. To do this, customise your QAT and in the Choose Commands from select All Commands. Then find the command called "Spelling..." and add it to your QAT. Then use that button to start a spell check.

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Andrew Lockton
Chrysalis Design, Melbourne Australia