Just guessing............ There is a temporary file somewhere which is not closed properly, If you close Word first and browse around you may find it, particularly if you know the name of this rogue file. Search (outside word) in the Word documents you have, and perhaps in Windows\Temporary Files.
Anything recognisably Word with a squiggle somewhere in the name, delete it. If you are running Word there will always be a temporary file for the document on screen, that is why Word should be closed first.