Place the Insertion Point Outside a Bookmark
The Problem:
Okay, explain this. I select a paragraph, choose Insert 
Bookmark, and create a bookmark around the paragraph. I turn on the display of bookmarks so I can see where the bookmark starts and ends. I need to add a paragraph before the one containing the bookmark, so I put the insertion point at the beginning of that paragraph and press Enter... and Word puts the new paragraph inside the bookmark rather than moving the bookmark down a paragraph. Arrgh!
The Solution:
If you look closely, you may see that Word displays the insertion point within the bookmark brackets around the paragraph, in a brave attempt to show you what's happening. Anyway, the problem is that you've set the bookmark's range to encompass the whole paragraph, and when you place the insertion point at the beginning of the paragraph, Word considers it to be within the bookmark. To add a paragraph, you must place the insertion point at the end of the previous paragraph so that it's outside the bookmark.
If you've put the bookmark at the start of the document, you can't place the insertion point before it. Type the paragraph, select the paragraph that's supposed to contain the bookmark, choose Insert Bookmark, and create the bookmark again.