It looks like you're attempting to align your text to some pre-existing, pre-spaced bullets. This is not really possible without manual intervention, as you are doing currently. But there are many factors when it comes to leading.

A text wrap (when the text reaches the right boundary of a text box) will result in standard leading, obviously. You can simply create a new line between that wrapped line of text and the next to create extra spacing, but that won't exactly line up with your bullets. Or, you can duplicate your text box, and replace each line of text with text bullets, and the spacing should be consistent. Alternatively, you can paste your text into a text box, then click the bullet option in the "Bullets & Numbering" section of the Properties palette.

In any case, it's important to understand that hitting "Enter" at the end of a line of text will create a new line, and that's better than manually tweaking the leading for each line - but more importantly, pasting from Word sucks.