Hi Alfonso,

Don't try to handle this by inserting and deleting items individually.
Use the Find/Replace feature to replace all paragraph marks with the
combination </p><p>.

In the Replace dialog, you would put ^p in the Find What box and put
</p><p> in the Replace With box, and hit Replace All. Then you'll just
have to insert the <p> before the first paragraph and delete the extra
<p> at the end of the document.

In a macro, the code would look like this:

Sub foo()
   Dim oRg As Range
   Set oRg = ActiveDocument.Range
   With oRg.Find
       .ClearFormatting
       .Replacement.ClearFormatting
       .Text = "^p"
       .Replacement.Text = "</p><p>"
       .Format = False
       .Forward = True
       .Wrap = wdFindContinue
       .MatchWildcards = False
       .Execute Replace:=wdReplaceAll
   End With
   
   Set oRg = ActiveDocument.Range
   ' insert tag at beginning of doc
   oRg.InsertBefore "<p>"
   ' remove extra tag at end of doc
   ' (this works because the only ^p
   ' left in the doc is the one at
   ' the end)
   With oRg.Find
       .Text = "</p><p>^13"
       .Replacement.Text = "</p>^13"
       ' all other settings stay as before
       .Execute Replace:=wdReplaceAll
   End With
End Sub

--
Regards,
Jay Freedman
Microsoft Word MVP         FAQ: http://word.mvps.org