In Tools Options Spelling & Grammar, in the Grammar section, check the
box for "Check grammar as you type". Then click the Settings button. In the
next dialog, set "Spaces required between sentences" to 1. If you insert
more than one space after a sentence, the grammar checker will mark it with
a wavy green underline.

If you also check the option "Check grammar with spelling", the F7 spelling
check will include the extra spaces.

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Regards,
Jay Freedman
Microsoft Word MVP FAQ: http://word.mvps.org
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Touseef wrote:
How can I set up Word so that it automatically underlines when there
is more than one space after a period (or any other punctuation that
ends a sentence).