Hi, rbilleaud.
It sounds as if you have style auto-updating on. This is a a function located in the Template dialogue box. In 2003, I think that's Tools/Templates and Add-ins, or [Alt]+T,I -- it's been a while.

In any case, just below the name of the attached template (which I suspect is your Normal template, Word's default one), you'll see a checkbox that says "Automatically update styles." Uncheck this and your problem should be solved. However, note that the updating was from the template itself, which, presumably has a style of the same name in Calibri. Check the template and make the correction there if you wish to really fully resolve the issue.

Hope that solves your problem.

Best,
Ulodesk