Word 2010 has a great feature called Protected View which is designed to identify documents that may pose a risk to your computer. In a nutshell, if a file appears to be from a risky location, Office 2010 opens it in Protected View.
If you receive a document that Office would not normally open in Protected View but which you feel may be from an untrusted source, you can manually open the file in Protected View. To do so, simply press Ctrl + Shift while right-clicking on the file icon. From the context menu, click Open in Protected View.