Is it a .doc file (Word Document) or something else?.
Sound like you never completed installing Word succesfully. Do you actually use Word on your computer?When you try to open this file it is automatically starting Word - or trying to. Without the code then you won't start Word and open the document, I'm afraid.
If it isn't a .doc file then it could well open using a different application. Try to right click the attachment and save it to your machine then try to open it in something basic like Notepad or other editing package. (right click the file and "open with....")