You are not advised to change normal.dot (which is the template for
blank documents) to include anything in the footer. For more about the
normal template, see:
http://word.mvps.org/FAQs/Customization/CustomizeNormalTemplate.htm.
Instead of changing normal.dot, do the following: Create a new blank
document. Add the FILENAME field in the footer (via Insert>Field or
via the Filename AutoText entry). Save the document as a template.
Alternatively, you can use an existing document which already contains
the field as a starting point. Delete the contents that you don't need
and choose File>Save As and specify document template as the file
format.
For more about templates, please see:
http://word.mvps.org/FAQs/Customization/CreateATemplatePart1.htm.