Thanks for the reply. I am using the Numbered List function in Word to create the list of multiple choice questions and their answers. It creates the 1, 2, 3,... as one level and a, b, c, d as a second level; the formatting is as indicated below with pilcrow symbols:

1. Question ¶
a. Answer1 ¶
b. Answer2 ¶
c. Answer3 ¶
d. Answer4 ¶
¶


I tried "Keep with next" and nothing occurs. The checkboxes show up as "blue" and when I check them, and nothing happens, I re-open the menu and they show up as "blue" and no checkmarks as if I never tried that.

Edit: after checking this: http://www.wordbanter.com/showthread.php?t=32330 it appears the culprit is that there are paragraph breaks between the 1, a,b,c,d, and 2,a,b,c,d so Word has no idea what constitutes a "group" or not. The suggestion there was to remove the paragraph breaks between "groups" and manually change the a,b,c to "keep with next." But I would have to do that one at a time, which for a huge exam is impossible.

Fortunately there is a solution:
1. Highlight a question and its answers, eg 1, a,b,c,d.
2. Do not highlight the paragraph break between questions.
3. Select Styles > Select Text with Similar Formatting
4. "Keep with Next"

Voila! Thanks for the help!