Sounds like autocorrect. You could try looking to see if "the" is set to be replaced by "that" in the list. To get to the list do the following...

1. Click the Microsoft Office Button (the round one), and then click Word Options at the bottom of the window.
2. Click Proofing.
3. Click AutoCorrect Options.
4. Click on the AutoCorrect tab.

You should now see the list set up to change check to see if "the" to "that" is there. If so you should be able to click in that field and then select the Delete button to remove it.

I hope this is the solution for you.