The answer depends on which language-version of Word 2002 you have, and
which "new language" you want to set up. Your Word 2002 (Office XP) CD
contains proofing tools for several languages. If the "new language" is
one of those on the Word/Office CD, you can install it from the CD. If
the "new language" is not one of those on the Word/Office CD, you can
see if the "new language" is included on the Office XP Proofing Tools
CD, which you can purchase separately. See
http://www.microsoft.com/office/previous/xp/multilingual/prooftools.asp
for more information.