1. Word creates a hyperlink when you type a Web page address.
   
   Go to Tools | AutoCorrect Options and select the AutoFormat As You Type tab. Under Replace As You Type, deselect the Internet And Network Paths With Hyperlinks check box and click OK.
   
   
2. Word changes capitalization of text as you type it.
   
   A host of settings can trigger this behavior. Go to Tools | AutoCorrect Options and select the AutoCorrect tab. Here, you can deselect whichever check boxes govern the unwanted actions.
   
   
3. Word inserts symbols unexpectedly, such as trademark or copyright characters.
   
   Go to Tools | AutoCorrect Options and select the AutoCorrect tab. This time, find the Replace Text As You Type check box. Either deselect it to suppress all replacements or select and delete individual items in the list below it.It might make sense to keep the feature enabled and selectively remove items, since the list includes scores of common misspellings that are actually nice to have corrected for you.
   
   
4. Word superscripts your ordinal numbers, such as 1st and 2nd.
   
   Go to Tools | AutoCorrect Options and click the AutoFormat As You Type tab. Deselect the Ordinals (1st) With Superscript check box and click OK.
   
   
5. Word converts fractions into formatted versions.
   
   Go to Tools | AutoCorrect Options and click the AutoFormat As You Type tab. Deselect the Fractions (1/2) With Fraction Character option.
   
   
6. Word turns straight apostrophes and quote marks into curly characters.
   
   Go to Tools | AutoCorrect Options and click the AutoFormat As You Type tab. Deselect the Straight Quotes With Smart Quotes check box and click OK.
   
   
7. When you try to select a few characters within a word, the highlight jumps to select the entire word.
   
   Go to Tools | Options and click the Edit tab. In the right column under Editing Options, deselect the When Selecting, Automatically Select Entire Word check box and click OK.
   
   
8. When you type three or more hyphens and press Enter, Word inserts a border line.
   
   Go to Tools | AutoFormat and select the AutoFormat As You Type tab. Deselect the Border Lines check box and click OK.A similar option exists for inserting a table, but it’s generally not going to sneak up on you: When the Tables check box is selected, typing a series of hyphens and plus marks before pressing Enter will insert a table (with the hyphens representing cells). You can turn off that option if you think you might stumble into an unwanted table insertion.
   
   
9. Word automatically adds numbers or bullets at the beginning of lines as you type them.
   
   There are two flavors of this potential annoyance. First, if you start to type something Word thinks is a bulleted list (using asterisks, say) or type 1, a period, and some text, it may convert what you type to bulleted or numbered list format when you press Enter.To prevent this, go to Tools | AutoCorrect Options and select the AutoFormat As You Type tab. Then, deselect the Automatic Bulleted List and/or Automatic Numbered list check boxes and click OK.A related aspect of this behavior is that once you’re entering automatic list items, pressing Enter will perpetuate it — Word will keep inserting bullets or numbers on each new line. To free yourself from this formatting frenzy, just press Enter a second time, and Word will knock it off.
   
   
10. When you type hyphens, Word inserts an em dash or an en dash.
    
    If you type a word, two hyphens, and another word (no spaces), Word will convert the hyphens to an em dash. If you type a space before and after the hyphens, it will convert them to an en dash.To disable this feature, Go to Tools | AutoCorrect Options and select the AutoFormat As You Type tab. Deselect the Hyphens (–) With Dash (-) check box and click OK.

Source : 10 annoying Word features (and how to turn them off)

i was having heading with the 9th problem you posted.Literally it was eating my head off to such an extent that i stopped using word 2003 until recently when i installed office 2007..

Yeah! And apart from the automated bulleted list,
This is the feature that annoys me the most :
especially when writing reports that are to be printed; because it makes the links bold and of blue color.

Thanx for the useful post shadab.

Intresting post man thx