Word has a non-breaking hyphen (Ctrl+Shift+-). If you use it in a word, it does not break the line (in opposite to the regular hyphen).
If you want to mass-replace your regular hyphens in whole document (in my case, I wanted to print a morse-code quiz :-D) you can use the Replace (Ctrl+H) dialog.
Unfortunately the Replace dialog does not accept the Ctrl+Shift+- keyboard shortcut. You have to type ^~ to represent the non-breaking hyphen: