This tip applies to MS Word 97 and above, it is possible it works in earlier editions but, I have no experience with them. This should also work in just about any word processor, but you will have to check for yourself.
When you get to the end of a line of text, you can start a new paragraph by pressing the Shift and Enter keys simultaneously. This will insert a manual line break.
The use of a manual line break comes in very handy when dealing with numbered lists. When you want to start a new paragraph in a numbered list without getting a new line number, use the manual break.
Another place to use the manual break, rather than start a new paragraph, is in any place set up as a “hanging” paragraph, such as cc: lines and references.
Try using the manual line break. Once you get used to it, you will find yourself using it frequently.
Let me know if there are any more applications of the manual break that help you in your word processing.