I'm not sure which version of MS Word you have, but since it came with MS Works Suite 2004, I assume it's the 2003 version of Word.
By default the security level in Word is set to high, to protect you from macro viruses. Somehow the word document that you are trying to open contains a macro and that's why you are getting a warning message that the macros in the document will not work.
If you want to enable the macros, you can change the security level in your Word application:
1. On the Tools menu, click Options.
2. Click the Security tab.
3. Under Macro Security, click Macro Security.
4. Click the Security Level tab, and then select the security level you want to use.
In your case, I suggest that you set it to Medium. That way you will be warned each time you open a document that contains macros and you can choose per document whether you want to enable or disable the macros for that document.
Be careful if you are not sure about the origin of your document, it might contain a macro virus, i.e. a virus that runs by allowing the macro to run in the word document. I hope you have a virus scanner in place, which will warn you if this is the case.
Hope this helps you!