There are various background controls which may be conspiring to affect your styles. Since you're not a novice, I assume you mean actual styles, and not formatting of Normal paragraphs and text.

Here are a couple starting places to look (I don't have 2003 in front of me, but I'm fairly sure of these).

Tools/Options/Edit: Uncheck the Keep track of formatting box.

Tools/Options/Autocorrect: Look through the items on Autoformat and Autoformat as you type tabs.

Tools/Templates and Add-ins: Uncheck the Auto update box.

Does this help?