I wonder how long this site will sustain being double-listed by Digg and Lifehacker, but if you get the chance, check out the nice essay: Ten things every Microsoft Word user should know.
Think of it as MS Word for Not-so Dummies. GD covers: Styles, Line and Page Breaks, Captioning and References, Death to Auto-formatting, and more.
These are especially handy when writing longish manuscripts (e.g., dissertations) that must eventually fit (arbitrary) style guidelines (or they won't let you graduate).
I'm sorry - did that sound bitter?