Probably best would be to drag the Word file onto your Desktop and then drag that onto the Word application.
If you're using OS X (10.1�>) you can easily put an Alias (Shortcut) to MS Word on your Dock bar at the bottom of the screen. To do this. a) Look at the menu at the top of the screen, b) Choose Go>Applications and then when the list of all your programs appears, scroll down to MS Word and then drag the applications icon onto the Dock bar. c) Drag the World document from your Desktop on the Word icon (a blue W) on the Dock bar.
Is this a help?