When you change the "margins" for a paragraph in Page Setup, you are forcing
Word to insert section breaks because margins are a section property;
instead of using Continuous breaks, Word is evidently inserting a Next Page
break.

What you should be doing instead is changing the indents for the paragraph,
either by dragging the indent markers on the horizontal ruler (see
http://word.mvps.org/faqs/formatting/UsingRulers.htm) or in the Format |
Paragraph dialog.

--
Suzanne S. Barnhill
Microsoft MVP (Word)
Words into Type
Fairhope, Alabama USA
Word MVP FAQ site: http://word.mvps.org
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"Lindy" wrote in message
...
When I highlight a paragraph in a document to change the margin I select
Page
Setup and click on margins, I adjust the left margin. Then the entire
paragraph moves all the way down to the next page instead of staying under
the previous paragraph.