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With InDesign, there are *many* settings which control type. Unfortunately, it is not intelligent enough to know what you think looks best. (In that respect, it is apparently behind Microsoft Word, which *knows* what is best more than you do!).
For one thing, if you're not using optical justification, try turning it on. This will suspend punctuation beyond the set margins to give a better appearance...and, in process, it often buys you enough space in long paragraphs to take care of the small orphan problem of which you speak.
You also might turn automatic ligatures on, especially if you're using a "pro" typeset.
There are two additional controls, one which alters the width of the characters themselves and another which alters inter-word spacing. A combination of the two often makes the best effect...especially if you're having to deal with fully justified type.
While you must do much of this yourself and not automatically, InDesign gives you more power over the appearance of type than any other product. The results are often *much* better than the more usual tools to those who really appreciate type (of which we are, some would say, mercifully few among tech writers!). If all you tend to use is "Times New Roman" and "Ariel"--that distinction may be lost on you.
However, play with the settings I indicated and you should solve the problem very quickly.
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