Word 2003 closes when I try to close just document

[Laura]

In Word 2003 when I click the x that's attached to the document (not
titlebar for the program itself) the entire program closes if it's the last
document. Oddly, this doesn't happen if I have copied text to the
clipboard.

It also doesn't happen on one of my computers, but I can't find a setting
that would change this. I do not want the entire program to close when I
close the last document. Does anyone know the cause/how to get around this?

Thanks!