In addition to the comments so far, two things:
- You can turn the auto formatting OFF permanently via the menu
options (I can't remember the specific name though, since I avoid
using Word as much as possible).
- If you notice the auto formatting has happened, type Command+Z (or
use the Undo menu item) immediately. Word will undo its
auto-formatting without undoing your typing. You can then carry on as
normal.