In Word XP when you are in Full Screen mode there is this little
toolbar or message box that says Full Screen / Close Full Screen.

I understand your wish that Word were more customizable without macros.
But unfortunately that's the way it is. Word has so many features, how
would Word decide which things to make doable for newbies without a
special macro to do it? There would have to be thousands and thousands
of built-in commands. It wouldn't be workable. So the way it is, Word
is extremely customizable, and each person does the customizations that
he wants. If you want to disable a built-in toolbar you can only do that
with a macro. It's not difficult.
Here is a macro for this that I use myself. Where it says Sub is the
beginning of the macro, where it says End Sub is the end of the macro.
Now go to this page at the MVP site where it explains how to create a
macro. You're going to learn how to open up the VBA code window and
paste this macro into it. Then you will learn how to run this macro
from the Macro dialog box, or, if you get more advanced, to place the
command on a menu.
http://www.mvps.org/word/FAQs/Macros...eateAMacro.htm
Sub FullScreenToolbarToggle()
Dim msg1, msg2, Title
msg1 = "Enable Full Screen toolbar."
msg2 = "Disable Full Screen toolbar."
Title = "Full Screen Toolbar Toggle"
If CommandBars("Full Screen").Enabled = False Then
If MsgBox(msg1, vbOKCancel, Title) = vbOK Then _
CommandBars("Full Screen").Enabled = True
ElseIf CommandBars("Full Screen").Enabled = True Then
If MsgBox(msg2, vbOKCancel, Title) = vbOK Then _
CommandBars("Full Screen").Enabled = False
End If
End Sub

At http://word.mvps.org/faqs/macrosvba/FullScreen.htm they have instructions
for getting rid of this thing. This is what my macro looks like after
trying to decipher the instructions above.

Sub BanishFullScreenToolbar()
' CommandBars("Full Screen") .Enabled = False
End Sub

The toolbar is still there. Do I need to restart the computer or Word or
something? Do I need to have no Word windows open at the time? Or did I
not do the macro correctly?