You do not need a paragraph break.

Evidently, someone has changed a Word setting.

It's not clear what Office version you're using. Your profile says Office 2007, but your screenshot shows a different version.

In Office 2007, Click on the Pizza symbol, then choose Word Options|Advanced|Compatability Options>Layout Options, then uncheck "Don't balance columns at the start of Continuous sections".

In Office 2010, Click on File|Options|Advanced|Compatability Options>Layout Options, then uncheck "Don't balance columns at the start of Continuous sections".

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