Eye a gray
Oh, I see.
Well, if you're quoting an American writer in a British English text, when the spell checker complains, simply drag your cursor over the quote to highlight it, and then select the appropriate language. That should change the language for only the highlighted section and the wavy red underlines should disappear.
OK, but why isn't there an option for this? Surely it can't be that complex for them to say AE dictionary + BrE dictionary = OK. It sounds like one line of code to me.
The main reason is that Microsoft Word is not a professional publishing application. It's designed for writing business letters, memos, agendas and the like.