Microsoft Wrod - how to change cross referenses formatting

Word doesn't show any underscore or highlight on cross references in the document.
In order to add these you need to perform a special search and replace

first do alt-f9 to show special marks
then search and replace and replace all: ^19 REF
with formatting (underline, blue font etc..)

see here for more info:
http://wordfaqs.mvps.org/formatcrossreferences.htm#FormatAll