is that in my version of Word (Dutch Word 97 here at home) there's Extra>Spelling and Grammar (F7) and a Spelling and Grammar tab in Tools>Options, enabling you to customize or enable/disable it.
I'll have a look at Word XP at my work tomorrow.
It might depend, however, on the version of Word (97, 2000, XP, 2002, 2003) and/or the version of Office (Basic, Pro, Student edition, you name it, or possibly a stand-alone version of Word) and of course on the language if grammar check is available.
I'd suggest the poster contacts Microsoft sales dept in Denmark or the shop where he bought the product with his question, if his Word has Tools>Spelling (F7) - or the Danish equivalent - only. They are supposed to know what they sell.
It's a perfectly reasonable question, if it can't be found in the specifications published on microsoft.dk.
Hope this helps.
Kees