There are two issues here. The first is the autoformat as you type setting
(I don't have Word 2010 to hand but it is probably Word Options > Proofing .
Autocorrect Options > Autoformat as you type) which will convert straight
quotes to smart quotes.
The second concerns the type of smart quote which is determined by the
formatting language at the cursor, so if for example the language at the
cursor is French, you will get the « (ASC 0171) and » (ASC 0187) quotes -
wheras in English you would get " (ASC 0147) and " (ASC 0148).
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Graham Mayor - Word MVP
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