To turn off this feature in a given document, in Word 2003, go to Tools | Options | Security and uncheck the box that says “Read Only Recommended.”
In Word 2007, Select “Save As” a Word document. When the Save box appears, click “Tools” at the bottom left corner, then General Options. Make sure the box “Read-Only Recommended” is NOT checked. Note that if you are using a document management system such as Worldox, you will have to exit out of the DMS in order to get the native Word 2007 save dialog to do this.