You are probably gonna hate this answer, but I would do it easily with the "sed" editor in Linux.
sed '/^$/d' infile > outfile
Most likely you are using Microsoft 98/2000/NT/XP etc. I'm not sure if there is an easier method for a Windows platform,
(maybe with Word?). If you don't get a better solution I know you could download a version of sed that works on Windows platforms. Also the scripting language "Perl" accels at stuff like this.
http://gnuwin32.sourceforge.net/packages/sed.htm http://www.perl.org
Hope this helps
Brian