It's a kludge, but the simplest way to tell Word you don't want to capitalise "internet" is probably to create an autocorrect entry as follows (assunming that you do not routinely switch off the relevant part of autocorrect, of course):
- Type "internet" with a small "i"
- select the word, and no surrounding text/space
- in Tools->Language..., leave whichever language is selected as is,
but check "Do not check spelling or grammar"
- Go into Word->Preferences...->Autocorrect. The Word "internet should
already be in the "With" box of the "Replace text as you type"
- Check the Formatted Text radio button
- type "internet" (without the quotes) in the Replace box.
- click OK.
Now, when you type "internet" (or "Internet" for that matter), Word should replace it with the same word but with the "do not check..." formatting.