Look at the bottom of the dialog that appears.Pick 'Select Proofing Language' from the short menu.Then under the Review tab, click on the 'Language' button.Select (or create and select) a misspelled word.This is most likely a proofing language problem. I am assuming you mean that obviously misspelled words are not being flagged.
This is a character-level setting and one that can be copied and pasted. The key piece of information is that this iis not set by User or Computer or as a Word setting nor is it by document, paragraph, The formatting can be in the documents you are receiving. It does not 'check itself' even if that is what it looks like.