Exit Word if it is running and then try reregistering file associations as follows: Hold the Windows logo key as you press R; in the Run dialog box, type winword /r and press Enter (note the space before the slash). After the configuration has completed, see if Word correctly opens Word files when you double-click their icons. If there is still a problem, try
http://www.gmayor.com/document_not_found.htm (even if you don't see the exact error messages discussed in the article).