One option is that you include instructions for the recipients to save the form first to their local hard drive, open the document from there, fill in the responses and then send the form back by attaching it to an email.
Alternatively, if the recipients open the attached Word document from the email message sent by you, it is opened in a temporary directory, and they need to click File - Send To - Mail Recipient, to send the document back.
Some sort of automation, like the inclusion of a Send button on the form with a return email address, may be possible using macros and Visual Basic for Applications. Then the basic assumption is that all the recipients have Word 2003. You will also have to take into consideration different types of warnings given by Word against opening documents containing macros.
More advanced solutions would involve sending an active HTML form which connects to a web server with a back-end application to process the responses on-line.