\paragraph is a sectioning command whose numbering and inclusion in the table of contents is governed by the counters secnumdepth and tocdepth.
Specifically (in the standard classes) it is considered at level 4:
chapter = 0 (if existent in the class)
section = 1
subsection = 2
subsubsection = 3
paragraph = 4
subparagraph = 5
Thus any setting such as \setcounter{tocdepth}{<n>} (where <n> is an integer less than 4) will not include sections introduced by \paragraph in the table of contents. The default value of tocdepth is 2.
However, sections introduced with \paragraph* will not be numbered nor included in the table of contents.
I recommend you not using \paragraph* directly, though: write in your preamble something like
\newcommand{\mydivision}[1]{\paragraph*{#1}}
and use \mydivision{Word}. You may so easily change your mind about the rendering of these things. For example, a definition that doesn't abuse the sectioning commands might be
\newcommand{\mydivision}[1]{%
\par\addvspace{\baselineskip}
\noindent\textbf{#1}\enspace\ignorespaces}
\documentclassand the appropriate packages so that those trying to help don't have to recreate it. – tohecz Feb 14 '12 at 9:18dbvdocclass is based onKOMA-Script– what we can’t see, because it seems, it is an internal document class (for the German insurance DBV?) – then there is a command\minisecwhich works as expected. – Speravir Feb 14 '12 at 19:51