The problem with the sentence collection is that Word often can't determine what they really are.
Paul, try your code on:
<start level = "4"> Mr. Duck, a small rubber duck, went quack-quack.
AF, are these snippets of text really individual sentences nested in paragraphs or does each constitute a paragraph itself? If so, then this addaption to Pauls code may work:
Code:
Sub AddTags()
Dim oPar As Paragraph
Dim oRng As Word.Range
For Each oPar In ActiveDocument.Range.Paragraphs
If InStr(oPar.Range.Text, "<start level = ""4""> ") = 1 Then
Set oRng = oPar.Range
oRng.Collapse wdCollapseEnd
oRng.Text = "<end level = ""4""> "
End If
Next
End Sub