What you're changing is simply the language formatting for content of any
given document. It also permits you to set the Default language for new docs
you create, but that doesn't affect the language formatting of pre-existing
docs you open. If you want to specify that your Spell Checking always use a
certain language-specific dictionary go to Word> Preferences> Spelling &
Grammar, click the Dictionaries button & select the language of your choice.
The setting you've been using enables you you to select passages in a doc &
format (or "tag") it as a particular language. Likewise, when you open an
existing document the language indicated in the Tools> Language dialog tells
you what language the selected text is formatted as - and different parts of
a document may be formatted as different languages.
We've gotten to the point where this is a very confusing issue for many
users because the content of any given file may come from a variety of
sources & copy/paste has become a common technique. As a result, many users
impose language formatting in a doc without even realizing they're doing so.
If there's any question in a doc & you're sure it should entirely be a
certain language use Command+A to Select All then use the Tools menu to set
the language formatting & Save the document. Of course, if other users then
modify the document there may be content of a different language inserted if
they don't bother to do the same.
For more detail plus other considerations you may want to see:
http://word.mvps.org/mac/SpellCheck.html#DefaultLang
HTH |:>)
Bob Jones
[MVP] Office:Mac