I don't quite understand the issue. Here's what I did.

I created a userform with one textbox and one command button. The
command button allows me to exit the textbox. I changed the following
for the textbox from their defaults:
 EnterKeyBehavior and MultiLine from False to True

I created one event for the command button:
 Private Sub CommandButton1_Click()
 MsgBox Me.TextBox1.Text
 For i = 1 To Len(Me.TextBox1.Text)
   Debug.Print Mid(Me.TextBox1.Text, i, 1) & "=" &
Asc(Mid(Me.TextBox1.Text, i, 1))
 Next
 ActiveDocument.Select
 Selection.EndOf wdStory
 Selection.TypeText Me.TextBox1.Text
 End Sub

When I execute this userform, I don't see any square boxes either in
the MsgBox or the Word document. I do see square boxes when the mouse
cursor hovers over Me.TextBox1.Text during execution. The square boxes
represent the Enter key being translated into a carriage return (vbCr)
and a line feed (vbLf) as the CR and LF are "non-printable" characters.
The carriage return and line feed become the start of a new paragrpah
in the Word document.

The for loop show the character and its equivalent decimal value.

If this doesn't help, please post more detail.

Art