One way is to click on Tools | Macro | Macros, add the following
line to your AutoOpen() macro:
ActiveWindow.Caption = ActiveDocument.FullName
See
http://www.gmayor.com/installing_macro.htm if you don't know
how to install a macro.
Another way is to click on Tools | Customize | Commands |
Categories: Web | Commands: Address. Drag the Address command to
your toolbar area. Click on Close. If you are prompted to save
changes to your Normal.dot global template when you exit Word,
say yes. Obviously, this method puts the path in the toolbar
area, not in the title bar at the top of the screen.