This generally means that you have pressed Enter at the end of the previous
line, thus beginning a new paragraph; Word reasonably enough assumes that
the beginning of a paragraph is also the beginning of a sentence.
One solution is not to press Enter; ordinarily, you would let the line wrap
naturally, but if you need a new line before you reach the right margin, you
can insert a line break with Shift+Enter.
If even that doesn't satisfy you, you can disable the automatic correction
in the AutoCorrect Options dialog; how you reach it will depend on the
version of Word you have, which you haven't told us.
--
Suzanne S. Barnhill
Microsoft MVP (Word)
Words into Type
Fairhope, Alabama USA
http://word.mvps.org