|Are you hitting the Enter key at the end of each line?|
If you are, Word assumes you are starting a new sentence/paragraph and will automatically "do you a favor" and capitalize the first letter.
If you just keep typing and let Word wrap the lines for you, you shouldn't get a capital letter.
If for some reason you have to hit the Enter key after each line, you can press Ctrl-z to undo the capitalization as long as you do it right after Word does it's automatic thing.
If you do it once within a paragraph, Word will usually "remember" that you don't want it and not capitalize the first letter even if you use the Enter key.
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