Recording macro's isn't the most difficult thing to do. You hardly need a tutorial to do it, I'd say. Did you already try the Word help?
What's your specific problem after you press Tools>Macro>Record new macro?
This, by the way, is Microsofts online help for recording macro's in Office 2003: http://office.microsoft.com/en-gb/word/HP051894201033.aspx
Programming macro's in VBA is a quite different story, but you don't ask about that.
Where Can i get good tutorials on recording macros in Microsoft Word