Save in Word Attachment in MS Outlook, Office 2003

Hello. My Problem is following:
If I open a Word-Attachment in MS Outlook, write something and press on Save, it opens a window and asks my where I wanna save the changes.

If I try to do the same thing on other computers, it doesn’t ask and saves it in the attachment.

How can I change that, somebody knows it??
I tried already to repair the MS-Office 03 Intallation and to set everything to the default settings, but it didn’t help.

Thank you very much for your help!!