If you create a SHORTCUT to the word-doc, then create a link to the SHORTCUT, then the user will get an "Open or Save" dialog. If they OPEN, then it will open in MS-WORD... every time.
Of course, if they SAVE, it'll save the SHORTCUT, not the word-doc.
This is the method I use.
Note: When you create a shortcut, the file extension is always hidden. Your shortcut name will look like "shortcut to word.doc"... well, your LINK needs to use the correct extension... so set up your anchor-tags like:
<a href="shortcut to word.doc.lnk">Word.doc</a>
... the shortcut's extension is ALWAYS ".lnk"... but it's kinda hard to find that our just by looking at it.
Again, Linking to a SHORTCUT will always open the document in it's native application.
Good luck with your project.