"Bordering" Paragraphs

I use Word 2000 (which crashes intermittently on VISTA, but that's the
subject for another thread).

I have tried to mark up papers using a variety of WORD tools,
including suggesting a writer delete an entire paragraph. I Select the
paragraph, then go to Borders and Shading. I choose Box, and then
Text.

What happens is that the paragraph IS selected, but the borders
encircle each line of the paragraph.

If I choose Paragraph rather than Text from the drop-down menu,
nothing happens. I mean literally nothing--no border appears at all.

I'd appreciate greatly if someone told me what I'm doing wrong, and if
it's possible to select a paragraph of text and apply a border to it--
and ONLY it.

Thank you.