When you change the margins for a selection like that, Word adds a section break, because margins are stored at the section level. Most likely, what you deleted included the section break, which would cause the formatting to revert. (To see the added section break, display nonprinting marks, for example by clicking the ¶ button on the Home tab.)
Also, note that section breaks interrupts the flow of text, that is, text won't flow automatically across a section break, and therefore using the tricks in the linked article will usually be easier.
For more on section level formatting, see
http://word.mvps.org/faqs/formatting...thsections.htm.