Word 2003 and Security Certificate issue

We have a secure web site with a enterprise wide self-signed security certificate installed on the Windows 2003 DC. With MS Word 2003 documents only (no Excel, etc), the security certificate pops up in Internet Explorer when you try to *close* the document (should prompt when you open). This only occurs with Windows XP clients…Windows 2K3 servers and Windows 2K clients do not have this issue. This issue just started happening about a week ago. Any thoughts? Any known issue with a Microsoft patch? Thanks for any assistance.