I don't have a English version off Office so I'll try to guide you to the right setting.

There is a number off things that could be going on in you're Word.
One thing is that you manualy press Bold feature and you can read that back in the Styles dropdown (Toolbar) like: Normal + Bold (or something)

Showing of these formats can be removed bij going to Tools/Options/Edit/Track formatting (or something like that) (mine is the fifth checkbox om the second column)

Otherwise you could mean that the style gets updated to the font changes you made to text that was formated with a particular STYLE.

In that case "Automatic Update" of the style is properbly on. Go to the properties of the style en remove the check on the checkbox "Automatic Update".

Enjoy!