Windows Trick - Soft Returns and Hard Returns

Sometimes word docs could be weird, like, when you trying to apply a style to just one line, both this line and the following line is applied the same style, which annoying.

That is caused by the difference between soft returns and hard returns.
Click this to display the special symbols:

To fix it:
Simply go to replace -> more -> special, then replace Manual Line Break with Paragraph Mark, and you are good to go.