As I mentioned, I'm going to incorporate this with other macros, so it would be nice to do this with a macro as well.
I recorded a macro and updated it to get this, but it skips the very first paragraph of the Word document.
Code:
Sub Macro9()
Selection.HomeKey Unit:=wdStory, Extend:=wdMove
With Selection.Find
.ClearFormatting
.Replacement.ClearFormatting
.Text = "^p"
.Replacement.Text = "^p ^= "
.Forward = True
.Wrap = wdFindContinue
.Format = False
.MatchCase = False
.MatchWholeWord = False
.MatchWildcards = False
.MatchSoundsLike = False
.MatchAllWordForms = False
End With
Selection.Find.Execute Replace:=wdReplaceAll
End Sub