You will not have this problem if you format your paragraphs with space above and below, rather than using blank lines in-between. Here's how:

Triple-click a paragraph, which selects the text and the hidden, crucial paragraph sign following it. Right-click and select "Format paragraph" or go to your menus and select Format/Paragraph. Toward the bottom left of the dialogue box, you will see "Space above" and "Space Below". If your text is 11 or 12 pt, single spaced, try entering "6 pt" (6 points), without the quote marks, in each. Alternately, you may leave the "above" at 0 and enter "12 pt" for below.

Of course, you don't want to have to do this for every paragraph, so you will wish to either make this your regular body text style or create a new one. Here is where you need to look up Styles and how to create a style from a selection. In brief, select the newly formatted paragraph the same way as before, open the Styles pane, and either Modify the existing style (which may be named "Normal") to reflect this change, or create a new style, with whatever name you'd like, based on this formatting. Once that's done, you can apply this paragraph style to any paragraph(s) with the click of a mouse.