Yea, Microsoft Word shows the warning due to security reason. Generally, the files downloaded from the internet may carry a virus or malicious object. That's why Microsoft tightened the security for downloaded documents. But you can easily get rid of from this obstacle. The error message is just for warning notification. So why, the user takes more care to handle this type of documents. Just follow below procedure,
https://www.youtube.com/watch?v=s1jcctUkpPg
- Select target document file (i.e. doc, docx, etc.)
- Right Click > Properties
- General Tab > Select Unblock (checkbox)
- Ok
Hope this will help to help that Microsoft Word Experienced an Error.. issue.