odd NT behavior

I frequently work on two different files simultaneously — same content but one file is an .rtf and the other is a .doc. If I close my .doc first my NT system locks up the .rtf and I have to use ctrl-alt-del to close word, with my changes unsaved. If I close the .rtf first, all is well. This never happened on my Win98 system and it happens all the time with NT. Any suggestions