Control-enter only makes a new-page, it shows as a dotted line in certain views, but it doesn't print. So I think your thoughts about the cause aren't right.
So I suppose it's a border. That has been discussed in http://forums.cnet.com/5208-6129_102-0.html?forumID=29&threadID=163995&messageID=1814598#1814598
Hope this helps.
Hello. I am running Word 2007 on Windows XP. By pressing Control and Enter I have created bold lines across the document. It seems impossible to delete these. They print, too. I would be very grateful for any help.