1. On the Tools menu, click AutoCorrect Options, and then click the AutoFormat As You Type tab.
2. Select the Hyphens (--) with dash (— ) check box.

Note  When you select this setting, and you type a space on either side of one hyphen or two hyphens, the characters become an en dash (often used, for example, to show a range of numbers). When you type two hyphens that have no spaces around them, the hyphens automatically convert to an em dash (used to set off parenthetical text in sentences).