My Word is Word 2002.

If I type straight text in Word (as in a letter with paragraphs), Word does not capitalize the first letter of the first word of the second line automatically. But if I type almost to the end of a (any line) and just before the left margin of the page hit the enter bar, the cursor moves to the next line. Fine. But now if I hit the space bar twice and begin typing, Word insist on capitalizing the first letter of the first word I type on that next line.

Is there a way to stop Word from engaging in this automatic capitalizing?