Conditional line breaks in Word

I'm looking for a way to make conditional line breaks in Word. Since people come to this site for answers, not questions, I'm just making a note of this as "things to do when I have the time", rather than hoping for an answer.

Let's say you leave a line between paragraphs, like above.

When you print the page, if the first paragraph ends just at the end of the page, the next page starts with a line break:

This is the end of the first paragraph.
------------------PAGE BREAK--------------------

This is the second paragraph.

But I don't want that, I only want:

This is the end of the first paragraph.
------------------PAGE BREAK--------------------
This is the second paragraph.

But if you delete the line break and edit the document, the paragraphs may end up on the same page like this:
This is the end of the first paragraph.
This is the second paragraph.

So how can I make a line break that only exists if it's not the first line on a new page?