Word is doing the right thing with spaces after paragraphs. Pages also does this. It's called proper typography. People who put two carriage returns after paragraphs (as well as two spaces after periods) simply don't know what they're doing. In my mind, it's just about as amateurish as somebody who stores all their files on the desktop because they can't be bothered to learn good file management. My advice? Learn the tools of your trade.

Yes, true. However, sometimes you might want to begin a sentence on a new line without creating a new paragraph. This is OK too. :-) In Word 08 you can do this by holding the shift key when pressing enter.
This way the text is part of the same paragraph on a new line.

In HTML this would be like using

<p>Paragraph text</p> 

<br /> or <br>