This is a setting in Windows, rather than in Word. The details differ
between Windows XP and Windows Vista, but here is how to start.
Start > Control Panel > Regional and Language Options
In Windows XP, choose the tab for Languages or Keyboards (I don't
remember what it is called) and be sure the box for "Complex Scripts"
is checked. Then follow the buttons and choices until you get to the
place where it says you can Add Keyboards. (You don't want to "Add
languages" unless you want Word to communicate with you in Gujarati.)
Then choose the keyboards you want to use. You may need to have your
Windows XP disk at hand.
In Windows Vista, go to "Keyboards and Languages" > General > Add, and
you get a very long list of available keyboards. Under Gujarati >
Keyboard, I see there are three options -- Hindi Traditional,
Gujarati, and US. You could try out all three and see which one is
most convenient.
After you add (a) keyboard(s), you'll have a new icon near the right
end of the taskbar at the bottom of your screen. It will read EN.
Click it and you can choose GU.
To see what the keys will do, open the On-Screen Keyboard (Start > All
Programs > Accessories > Accessibility OR Ease of Access). Put your
cursor in your Word document, choose GU, and move the cursor over the
on-screen keyboard. You can then type either by clicking the keycaps
on screen or by typing on your keyboard. To type a conjunct, type
virama after the first member (d). The vowel aksharas are on the shift
of the vowel matras.