How are you opening the documents?
If you're opening documents directly from email attachments (which is generally not a good idea, as discussed below), go to the Options dialog, click the Popular tab, and uncheck "Open email attachments in Full Screen Reading view".
If you're using the Open command in Word or double-clicking the document's icon, read
http://www.word.mvps.org/FAQs/General/SaveViewAndZoom.htm
It's OK to open documents from attachments if you're only going to read them (in which case Full Screen Reading view is probably preferable). But if you then edit the document and save, the document is saved to a temporary folder which gets deleted as soon
as you close. Then you'll be back here asking why you can't find your changed document (or reading
http://www.gmayor.com/outlook_attachments.htm ).
Always save the attachment to a permanent disk file before editing it.
Jay Freedman
MS Word MVP FAQ:
http://word.mvps.org