From Help: Turn on or off automatic style definition
On the Tools menu, click AutoCorrect Options, and then click the AutoFormat As You Type tab.
Under Automatically as you type, select or clear the Define styles based on your formatting check box.
This option is off by default, and it is recommended for experienced style users only.
This option determines whether Microsoft Word defines styles automatically, but it does not control whether Word updates a style that's already been defined.
Does this help? (If not post back)