I ran into a similar problem in Microsoft Word 2003, but for a different reason.
In a nutshell, this problem appeared for me when I incorrectly altered a table border in a Microsoft Word 2003 document. I wanted to highlight certain cells with a thick border in a table in my MS Word document, so I highlighted the table, right clicked, and selected "borders and shading". In my haste, I accidentally went to the tab that said "Page Border" (which allows you to set up borders around every page) rather than "Borders" (which applies to a table or subset of a table that you have selected). The "border" and "page border" tabs have nearly identical border-manipulating button layouts, thus its very easy to confuse the two functions if you're working fast. So I didn't even know that I mistakenly inserted a thick black line "border" on the bottom of every page in my document. To make things worse, I was so focused on altering my data table (and fatigued), that I didn't make the immediate connection that this line which appeared near the bottom of every page was related to the page border commands I recently issued.
This line that "appeared" was unlike any I had seen appear on MS Word documents before, as there was no apparent way to manipulate it. For example, text would just pass through it when I typed or deleted (as if it were part of the background), and if I started a new page, the black line would be there too.
What I had to do, was select a table on my document, right click, then go to "borders and shading", then go to the "page borders" tab, and erase any borders that were there (by clicking "none").
It was a real hassle figuring this out, over an hour of work wasted. I hope this helps someone else out there!