Actually, you should try opening it using File/Open in Word.
When a document is opened outside the application, such as your Recent
Documents or My Documents, then it problem could be due to an issue in
your file associations. If the document opens correctly using
File/Open then to recreate the file associations go to Start/Run and
run:
winword /r
Note the space before the forward slash.
If you still encounter the error then it could be the document is
corrupt. If it were protected with a password then you would be
presented with a password dialog.
Here are a few things to try:
If using Word 2002 or Word 2003 try opening the document using the
"Open and Repair" command found in the Open dialog box under the Open
drop-down.
If the document contains graphics then in Word go to
Tools/Options/View and turn in "Picture Placeholders" and "Draft
Font".
If the document contains links then on the General tab make sure
"Update automatic links at Open" is turned off.
Try using a document link to retrieve the corrupt document:
- Create a new document
- Copy some text from another document
- In the new document use Edit/Paste Special and select "Paste Link"
- Go to Edit/Links and change the source of the link to the document
you can not open
If this works then return to Edit/Links and break the link to the
source document.
For additional troubleshooting steps/methods take a look at this
article:
http://www.mvps.org/word/FAQs/AppErrors/CorruptDoc.htm
You also try a recovery utility such as those from
http://www.officerecovery.com/, however they aren't free downloads.

--
Please post all follow-up questions to the newsgroup. Requests for
assistance by email can not be acknowledged.
~~~~~~~~~~~~~~~
Beth Melton
Microsoft Office MVP
Word FAQ:
http://mvps.org/word
TechTrax eZine:
http://mousetrax.com/techtrax/
MVP FAQ site:
http://mvps.org/