It's a "feature" of Microsoft Word, whereby annoying horizontal lines appear in your document and you can't get rid of them. The post above describes how to remove those lines, but there is also a way of stopping (some of) them from appearing.
AutoCorrect creating The Line
Sometimes they are created by Word's often useful, sometimes infuriating AutoCorrect feature. If you type a line of 3 or more equals signs, underscores, minus signs, and probably a number of other chracters, Word automatically converts this to a line running across the screen, which isn't actually a line but a border, which is why we have trouble getting rid of it. You can just about see why someone might want to use this shortcut, but it seems to have caused more confusion among Word users than anything, all things considered.
The way to stop this is simple - go to Tools -> AutoCorrect Options and select the AutoFormat As You Type tab. Uncheck the option Apply as you type -> Border lines and never see that feature again! (until you reinstall Office at a later date and forget what you changed!)