Insert Text at the End of a Document
The Problem:
I've got a minor peeve (probably because things work differently in most other programs, including Entourage): if I want to add more text below the last line in a document, I can't just click in the white area beneath the line; instead, I have to click at the end of the last line and hit Return.
The Solution:
You should be able to do this the way you wantat least, if you're double-clicking rather than single-clicking, and you're using Page Layout view or Online Layout view. Choose Word 
Preferences, click the Edit item, and check the "Enable click and type" box. You'll then be able to double-click however far after the end of the document you want, and Word will automatically add the necessary blank paragraphs and spaces to get you there.
That said, if you don't want Word inserting extra paragraphs and tabs to bring the insertion point to the exact space where you clicked, you may prefer to click at the end of the last paragraph and create another paragraph manually.