A family of Microsoft word processing software products for creating web, email, and print documents.
You've never stated, nor has anyone asked, exactly what steps you're taking to create the AutoCorrect Entries, but...
In order for those options to be active you must insert the With: item into the document & select it before going into the AutoCorrect dialog. Be careful to not select the ¶ following the character (if there is one)... Select only the character but include a trailing space if you wish.
The selected content will be included in the With: field automatically -- You need only enter the Replace text & select the Formatted text option.
I'd also offer 3 other suggestions:
- Use the OS X Character Viewer to insert the symbols into a document in the preferred font [rather than Word's symbol tools],
- Select an OpenType TrueType font [such as Times New Roman] rather than Times, &
- Make sure your installation of Office 2011 is fully updated [14.3.9 is current].