A macro can't change the Windows Explorer read-only attribute of an opened file. If you don't want users to edit the files, you should use Word's own read-only recommended option (see under Save As>Tools>General). Alternatively - and perhaps preferably in this case - save the document as a Word Template, which means the users will actually be creating a new document each time they double-click on the file.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]