It can't be done!
The two options Word has for indentation are:
- First line - indents only the first line
- Hanging - indents all but the first line
There are simply no other paragraph formatting options that permit you to indent only the second line.
Now, you can do it manually, but this is an ugly (and did I mention manual?) way of doing it:
- Type up your paragraph. Make sure you're done editing it.
- Position your cursor at the end of line 1 and press Enter to insert a line break. This starts a "new" paragraph.
- Select the "new" paragraph (your second and additional lines) and set it for the First Line hanging indent.
Obviously this is not a great workaround if you have many paragraphs...or if you later add/remove content to your first lines.