Or try this way:
The settings and the blank document are all based on a special template, called "Normal.dot". You will find that in (usually) C:\Program files\Microsoft Office\Templates. Or it may be in your Windows profile: C:Windows\Profiles\your name\Application Data\Microsoft... etc. If you can't find it, just do a search for "Normal.dot" in Explorer.
Once you've found it, you can open it in Word. Don't double-click it - that will simply create a new document based on the template. To change the template itself, either use the File->Open menu option in Word (choose Document Templates from the "files of type" dropdown) or find the file in Windows Explorer, right-click it and choose Open (rather than New).
Make any changes you like to the Normal.dot template and then save it. You're done.
Edited to amend some typos.