The first thing to do is to display hidden characters. On the ribbon, select the Home tab and click on the symbol for paragraph, something like a backwards P. You can toggle display of hidden characters, including spaces, tabs, etc., on and off this way.

That paragraph symbol should appear at the end of each paragraph. If you see a bent arrow at the end of the line, that is the symbol for a "soft return, which keeps your lines as part of the same paragraph while breaking the line.

IF you are still have difficulty, it would be helpful if you post a bit of the document containing the problem so that someone can take a look.

Does this help?

Ulodesk