I've seen this happen before when upon opening a program through a shortcut (e.g. .LNK file), you are asked what program to open it with. After selecting
Word via the Select a program from a list of installed programs, and checking the
Always use the selected program to open this type of file, the Word document referenced by the original shortcut opens in Word as it should.
The trouble is that now all shortcuts (e.g. .LNK files) on the desktop or throughout Explorer will want to be opened by Word. This is known as a file association. The same condition could occur if you performed those actions on a .JPG or even an .EXE, but
the .LNK explanation is far more likely.
This has happened enough that a small utility has been written to undo the .LNK file association that was created. There is a registry hack to accomplish this, but I recommend the unLNK utility for its ease of use.
An Utility to Unassociate File Types in Windows 7 and Vista
Just use the utility to unassociate the .LNK files. Direction for use are provided on the web page above (the same place to get the utility).