In MS Word, you should not have to insert/delete a paragraph marker (pilcrow), nor should there be one on each line. MSWord "wraps" all text within paragraphs for you without any pilcrows. You must be copying/pasting from the web and/or some other like text not created in word. When you do copy/paste that type of data into Word, you are creating your own problem and you must go in and delete them (as you indicate you are doing).

This all appears to be a "style" issue and you can find some simple information at the following link:

http://www.dummies.com/how-to/conten...Id-405511.html

There are other links that will provide the same (or better) information but, this is the first one I came to that was directly relavent.