How to set up a style to apply shading to a selection, instead of entire paragraph?

[david.f.jenkins]

I have a document I've received that has some text formatted with a
special style. The guy's text looks great. I'd like to format some
other selected text the same way. It works fine except for the
shading, which doesn't get applied. If I just click on some text in a
paragaph and use the style, howver, everyting in the paragraph gets
formatted correctly, including the shading.

I found an entry when trying to modify the style, under shading, that
says "apply to" but there's only one choice there: "Paragraph". I
read somewhere that I should expect to see a "Text" choice, there, but
I don't.

I sent a sample of my document to someone else, and it all works fine
for her, so I'm suspicious that I've set some option wrong or
something.

Any ideas? i'm on Office 2003, Windows XP SP2.

Thanks!