Using Word 2002 in XP professional.

Suddenly I am having trouble changing the style assigned to a line or text:
Following a line formatted as "Heading 3", when I press "enter" to start a
new line, the new line is still formatted as Heading 3! Every attempt I
make to change it to "normal" fails.

If I type some text into the new line, it is formatted as a "heading 3" and
if I select this text and try to change it to "normal" it will not change.

How do I get out of this dilemma? I closed the document and reopened it but
the problem remains. It is a very long document if that is a factor.

Jeff