Juan,
Open the Locals window and verify that oDoc is an object. Word can be a real PITA to get going with all the right references, once you get it figured out it's pretty powerful.
>oWord = createobject( "word.application" )
>oWord.Visible = .t.
>oDoc = oWord.Documents.Add()
>oDoc.PageSetup.LineNumbering.Active = .f.
>oWord.Selection.InsertAfter( "Test" )
>
>I get an error specifying that the "PageSetup Does not evaluate to an object".