I presume you are asking about Word, but you don't say what version.
There are (at least) two things to do:
1. Determine what is causing the apparent double spacing. I mention this quite deliberately because it may be built in paragraph spacing if you're using Word 2007 (or using any version if the creator has set it up that way). Press Ctrl+Shift+* to display paragraph marks to identify if there are blank paragraphs or not.
If there are blank paragraphs (which seems likely if you can't effect changes with paragraph formatting) you can do a Find for two consecutive paragraph marks and replace each occurrence with one - but beware if you have Word 2007 and any in-line graphics because of a serious bug in this kind of Replace operation.
2. Understand what you have and what you want. You don't seem to know how CR and LF characters are, or are not, used in Word. You may have paragraph marks (which are shown as pilcrows, and marked behind the scenes as CR characters) or you may have manual line break characters (which are shown by a sort of left facing arrow, and marked behind the scenes as VT characters). You do not have, and do not want, linefeed characters; you may want paragraph marks.
A macro could certainly be written, but not until it is know what the situation is, but it might not be worth the effort for what may well be a single F&R operation.
Enjoy,
Tony
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