The 'Keep with Next' attribute should be managed by whatever paragraph Style you use for the text on the grey lines. Although the code I posted uses Word's Normal Style, that isn't fixed in concrete - you could use any other suitable Style that has all the font, alignment & other attributes you want. That said:
.Range.ParagraphFormat.KeepWithNext = True
works for me when inserted after:
.Range.Style = wdStyleNormal

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]