You could add the following code to the 'ThisDocument' module of Word's Normal Template (or whatever other template you're using). It will warn you if the document you've just opened is not on a fixed or network drive.
Code:
Private Sub Document_Open()
Dim DrvNm As String, DocNm As String, FSO As Object, Drv As Object
Set FSO = CreateObject("Scripting.FileSystemObject")
DrvNm = Left(ActiveDocument.Path, 1): DocNm = Split(ActiveDocument.Name, "do")(0)
For Each Drv In FSO.Drives
Select Case Drv.DriveType
Case 1 'Removable
If Drv.DriveLetter = DrvNm Then MsgBox DocNm & " is on Removable Drive " & Drv.DriveLetter: Exit For
Case 2 'Fixed
Case 3 'Network
Case 4 'CD-ROM
If Drv.DriveLetter = DrvNm Then MsgBox DocNm & " is on CD-ROM " & Drv.DriveLetter: Exit For
Case 5 'RAM-Disk
If Drv.DriveLetter = DrvNm Then MsgBox DocNm & " is on RAM-Disk " & Drv.DriveLetter: Exit For
End Select
Next Drv
End Sub
If you already have a Document_Open sub, simply add the code between the first and last lines to it.