I've had that happen myself. It seems to be triggered when I type something in German. The OS X system auto-senses a different language being typed, and can auto-switch to the spell checker for that language. I don't know exactly how that works, but I have seen it happen on my own Mac.
I THINK you can turn it off in the Keyboard pref pane in System Preferences. Click on the Text tab, then change "Spelling: Automatic by Language" to your usual language.
If that doesn't change anything about how Word works for you (MS Word tends to bypass system settings
), then check in Word/Tools menu/Language, or Dictionary.
You can also look in Word help for "Change the default language for the spelling checker"
That last looks like it should apply directly to your situation.