Please read through the page linked in Graham's response. If that doesn't give you the answer, please let us know exactly what problem you are having and which steps in that page you tried.

That is: What do you expect/want to happen? What is happening instead?

Try clicking on a misspelled word and pressing Shift+F1. You should see something like this:



Under Font formatting does it say : Language: Do not check spelling or grammar?

The screenshot above is from a computer with only one language installed, with spelling and grammar installed and active. This is a character(font)-level formatting in Word.