Word 2003 has a List Number style already formatted at the left margin that you can assign a keyboard shortcut to, then switch back to your default paragraph style after your list with Ctrl + Q.
Or you can turn on automatic numbering in the AutoCorrect/AutoFormat as You Type tab. Type your 1 and period and auto numbering starts. You'll get the auto indent, but you can hit Alt + Shift + left arrow to move the list to the left margin. You can shorten that shortcut by assigning something like Alt+L to the OutlinePromote command in the customize keyboard dialog box under all commands.