In versions of Word before 2002, Format > Styles > Modify. Un-tick
Automatically Update. Tick Add to Template.
In Word 2002, Format > Styles and Formatting. In the Styles and
Formatting task pane, a style will be highlighted. Right-click on that
and choose Modify. Un-tick Automatically Updated. Tick Add to Template.
If, when quitting Word, you're asked whether you want to save
normal.dot, say yes.