If you've got a version of Word before 2007.....
The blank file used is called normal.dot and can be found in:-
XP - documents and settings/yourname/application data/microsoft/templates
Vista - users/yourname/appdata/local/microsoft/templates
To get there, you'll probably need to go into folder options first to show all hidden files and protected files.
When you've opened it, set everything up as you want and then save it using the same name.
If you have Word 2007 it's much easier.....
On the Home and Page Setup ribbons are various little crosses in the bottom-right corner. If you click on them, it'll let you change various settings. On each one is a 'default' button so that it will remember it for next time.