Set everything you want in a normal blank document, and save it as
normal.dot in the templates folder.
No, do *not* do that, please. The Normal template (which is not called
Normal.dot on the Mac, but simply Normal) has special properties, and you
should not attempt to make your own. Rather, you should always let Word
create a Normal template--by quitting Word and moving Normal. Word will
create a fresh new Normal on launch if it cannot find one.
Then make changes to the existing Normal. As Michel said, the best way is
through the Default... Buttons in various dialogs. Or you can open up
Normal and make changes to it.
For instance, a self-created Normal.dot will not have any of the default
AutoText entries. I'm not sure what the other problems may be, but Word is
so dependent on Normal that I'm just a bit superstitious about messing with
it when it isn't necessary, and in fact makes life more difficult.
(slight repeat from Michel, sorry, but I wanted to emphasize the point)