There is no setting in Word to change this behaviour. If it affects just one document, it's possible the document has acquired some for of corruption. Corrupt documents can often be 'repaired' by inserting a new, empty, paragraph at the very end, copying everything except that new paragraph to a new document based on the same template (headers & footers may need to be copied separately), closing the old document and saving the new one over it. If it affects multiple documents, it's possible you have a faulty Office installation or an errant third-party addin. You could try repairing the Office installation (via Start > Windows Control Panel > Programs > Programs & Features > Microsoft Office (version) > Change > Repair). If the behaviour doesn't occur when you run Word in safe mode, an errant third-party addin is the most likely cause.

Failing any of the above, without actually seeing the problem document, it can be difficult diagnose the issue. Can you attach a document to a post with some representative data (delete anything sensitive)? You do this via the paperclip symbol on the 'Go Advanced' tab at the bottom of this screen.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]