A family of Microsoft word processing software products for creating web, email, and print documents.
Repeat after me class ...
"It's not a bug, it's a FEATURE!"
Sorry, I couldn't resist <grin>.
"It depends ..."
(I'm on a roll, I've got a million of them)
OK down to business.
In theory the undo should work. One thing it depends on is how many changes you are making. Sometimes the change is so large that it will overflow the buffer. In that case Word should give you a warning, giving you the option to continue or cancel the change.
Although it does not apply to this situation, since the undo is tried immediately, there are some commands and functions that will clear the undo stack. This tip mentions a few of the commands:
http://word.tips.net/Pages/T001782_Changing_the_Maximum_Undo_Levels.html