Is there a trick to inserting a citation without altering the spacing of the paragraph?

Now that I have learned there's an option in Word to choose the right style of superscript number (normal rather than Roman in my case), I wonder why there is a whole line taken up by this number and I cannot delete the space between it and the next sentence. I have a 2003-2007 Word program and cannot afford a new one right now so that's moot, but it seems I'm missing a different factor here. If anyone can help, great.
  • Never mind, I think I'll just let it do its thing with the tiny Roman numerals to save time and correct the style at the end. I cannot afford to be fooling with what it does to the spacing of my lines, no matter how I ask it to behave. Thanks, anyway!
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