For some reason my fresh install of trusty old Microsoft Word 2007 does not do the autocorrect for converting two typed hyphens – – into a long — and the mdash autocorrect thus setting had to be applied manually. For future reference, and perhaps useful for others, here’s how to do that…

As you can see here I’ve already added it, and it’s been saved to the options below. Word is supposed to do thus autocorrect automatically but if that fails, the above will set the behaviour manually.