A family of Microsoft word processing software products for creating web, email, and print documents.
In Word, text shading can be applied to a whole paragraph or to a range of text characters. As Tim suggested, a screen shot might help us diagnose the issue.
What you can try is to select the text and press Ctrl+Q (to clear paragraph level formatting) and then press Ctrl+SpaceBar (to clear character formatting). Does that change anything?
Note that removing formatting may remove more than the shading, if your document contains a lot of direct formatting.