How can I change Straight Quotes to Curly Quotes in old version of Word?
For pre-Vista versions of Word, open the file, go to Tools Autocorrect and on the Autoformat as You Type tab make sure "Straight Quotes" with "Smart Quotes" as you type. The do a Serach and Replace with " in both fields. Autocorrect will run as it does the replace. Works for single quotes too, and even gets apostrophes right (usually).
How do I change Underlines to Italics in old versions of Word?
If you need to change underline to italics, set blank field search to no font + underline (select the topmost underline line) and blank field replace to Font=Italics + no underline (those words are in the dropdown).
