"I insert shapes into .jpg documents every day" -- I presume you mean Word documents wiht jpgs in them.

One way is to open a blank Word document, insert a box Shape and format it with the characteristics you want. Then go to the Insert tab of the Ribbon, click on the Quick Parts down arrow, and select "Save selection to Quick Part Gallery." Give it a name and make sure you save it to the Normal template, so that it will be available to all documents.

Then save the document. You will be asked whether you wish to make a change in the Normal template, which, of course, you do. Finish saving the document, but then toss it if you like. The next time you open Word, simply go to Quick Parts when you need your box, and you will find it there in the drop-down Gallery. Select it and then resize as necessary.

Have fun,
Ulo