I can't get it to stay on the (say 3rd or 4th) icon that says "heading".
The normal use of headings is a concise description of the text that
follows. For example:
THE AMERICAN ROBIN
This thrush, a member of the Turdidae family, is the largest of the thrushes
of North America. Members of the Turdidae clan, which number more than three
hundred species, are found all over the world and share many common traits.
These feathered friends possess one of the most well-known and beloved songs
of all songbirds. Also in common is the spotted plumage of the newborn,
which is the white color that encircles the eye, the long, slender beak and
the strong stout legs that enable the robin to maintain its very erect
stance as it stalks the ground in search of food.
It's generally expected that once you've typed a heading, you now want to
type "body text", not one heading after another. This is controlled by the
"Style for following paragraph" setting in the Modify Style dialog box. If
you really want one heading after another, you can change the setting... but
that suggests that you're not exactly using headings as intended... it
sounds more like you're trying to type an outline, in which case...
If you want to type an outline, then you'd have better luck switching to
Outline view. In Outline view, when you press Enter, another line of the
same heading level gets created--you can use the tools shown in the ribbon
or keyboard shortcuts to switch heading levels as desired.
double-spaces, even though I have gone into that style and modified it to
"no spacing".
I don't see a "no spacing" option. Where are you seeing that? If you mean
that you're getting additional spacing between paragraphs, that's controlled
by the Spacing After: setting in the Indents and Spacing tab in the
Paragraph dialog box. You can also control these in the Page Layout tab, but
if you want the change to affect everything in the future, then you'd need
either to modify the style, or to choose (perhaps) the Word 2003 Style Set.