Are the documents in question .doc or .docx files? If the latter, you'll undoubtedly get some sort of dialog in Word 2003 warning you that it's a newer file type (assuming you have the Compatibility Pack installed).
The article at
http://www.wikihow.com/Enable-Macros-in-Microsoft-Word shows how to change your Macro Security settings so you at least get an opportunity to enable macros. The same settings in Word 2003 are at
Tools | Options | Security: Macro Security...
Microsoft MVP (Word) since 1999 Fairhope, Alabama USA http://ssbarnhill.com http://wordfaqs.ssbarnhill.com Screen shots captured with TechSmith's Snagit
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