You'll obviously need to have some control to get to the selection of paragraphs in question, but hopefully this will get you well on your way.

oWord = CREATEOBJECT( "Word.Application" )
WITH oWord
	.Visible = .T.

	.Documents.Add()

	.Selection.TypeText( "test" )
	.Selection.TypeParagraph
	.Selection.TypeText( "Next Paragraph" )
	.Selection.TypeParagraph
	.Selection.TypeText( "Next Paragraph" )
	.Selection.TypeParagraph
	.Selection.TypeText( "Next Paragraph" )
	.Selection.TypeParagraph
	.Selection.TypeText( "Next Paragraph" )
	.Selection.TypeParagraph
	
	*/ Go to the first page
	.Selection.GoTo( 1 )

	*/ 4 = Paragraphs, 2 = number of paragraphs to "move down" 
	.Selection.MoveDown( 4, 2, 0 )  && the ,0 means MOVE, dont higlight selection
	*/ Now, move down but HIGHLIGHT the paragraphs
	.Selection.MoveDown( 4, 2, 1 )	&& the ,1 means HIGHLIGHT the selection

	WITH .Selection.Borders( -1 )  && Border top...
		.LineStyle = oWord.Options.DefaultBorderLineStyle
		.LineWidth = oWord.Options.DefaultBorderLineWidth
		.Color		= oWord.Options.DefaultBorderColor
	ENDWITH
	WITH .Selection.Borders( -2 )  && Border left...
		.LineStyle = oWord.Options.DefaultBorderLineStyle
		.LineWidth = oWord.Options.DefaultBorderLineWidth
		.Color		= oWord.Options.DefaultBorderColor
	ENDWITH
	WITH .Selection.Borders( -3 )  && Border right...
		.LineStyle = oWord.Options.DefaultBorderLineStyle
		.LineWidth = oWord.Options.DefaultBorderLineWidth
		.Color		= oWord.Options.DefaultBorderColor
	ENDWITH
	WITH .Selection.Borders( -4 )  && Border bottom...
		.LineStyle = oWord.Options.DefaultBorderLineStyle
		.LineWidth = oWord.Options.DefaultBorderLineWidth
		.Color		= oWord.Options.DefaultBorderColor
	ENDWITH

ENDWITH

HTH