Have you checked if "Page break before" has been selected in the Paragraph dialog box (to display the dialog, right-click and choose Paragraph from the context menu). If so, deselect the option. Just in case, also do the following: Right-click again and, from the context menu, select Style | Update <style name> to Match Selection. If the problem is with new documents as well, press Ctrl+Shift+S, and then click the Modify button. Select "New documents based on this template" and click OK.
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