You have Office 2007 or Office 2010 installed in Spanish, or with the Spanish Language Pack.
In Word 2007 and Word 2010, when you type text in Catalan, the text is not auto-detected as the correct language and words are underlined as misspelled. The text is detected as Spanish or sometimes Italian.
Microsoft is aware of the issue and it has been reported for internal investigation.
As a workaround, you can select the text and manually mark it as Catalan. The spell checking will be performed correctly.