Resources on styles:

• Tips for Understanding Styles in Word by Shauna Kelly
• Managing Word Styles by Suzanne Barnhill, MVP
• Understanding Styles in Microsoft Word

If you are going to persist using 2003 take a look at:

• Books about Microsoft Word - Newsgroup suggestions

I haven't really updated this much lately but had a lot prior to the Ribbon versions. I strongly recommend:
Special Edition Using Office 2003 by Woody Leonhard and Ed Bott
Word 97 Annoyances (pub. O'Reilly)
Word 2003 for Law Firms

The last two are really about customizing Word.