You don't mention which version of Word you are using.
In 2003 and prior:
1. Select all (Ctrl+A to select the whole document).
2. Double click on the language button at the bottom of the Word window (or
Tools, Language, Set Language).
3. Select Language required in top section of the dialog box.
4. Clear the "Do Not Check Spelling or Grammar" check box. While here also
clear the "Detect language automatically" if this is checked. If either is
gray, then that means that part of the selected text has that setting, and
part does not. You want that box to be white, not gray or checked.
5. OK.
The document should now be open to spelling and grammar checking.
Now click the Spelling & Grammar button or press F7 to run a check. You
might need to go to Tools, Options, Spelling and Grammar and click the
Recheck Document button.
In Word 2007, Review tab, Proofing group, Set Language, make sure that
English (US) is selected and that the two check boxes at the bottom are
UNCHECKED: then press Default.
Now click the Spelling & Grammar button or press F7 to run a check. You
might need to go to Office button > Word Options > Proofing and click the
Recheck Document button.
For further information see
http://sbarnhill.mvps.org/WordFAQs/MasterSpellCheck.htm.
Hope this helps
DeanH