Did you make sure that there are hard returns, not soft returns, between the blocks of text? Also, this is a long shot: triple-click on the paragraph you're trying to change and see whether more than that pargraph is selected. I've seen documents become corrupted and somehow paragraph marks you can see aren't really separating text into new paragraphs. If you see that, cut the paragraphs and paste them into Notepad and break the text up into the paragraphs you want, then paste the text back into Word and reapply the styles.
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