Check your Tools>AutoCorrect Options.
It might be something on the "AutoFormat" or the "AutoFormat As You Type" page.
I have a small problem with Word at the moment.
Whenever I start a line with a capital letter and then press the "Enter" button twice at the end of the line the entire line changes into a heading.
It appears to be whenever I leave a blank line below another line that commences with a capital it changes the format of the line.
Can anyone suggest what has caused this ?