You click on a Word .doc file on a website and the file opens in Internet Explorer instead of opening up Microsoft Word. Same may issue with Excel files.
Quick:
In Windows folder options, File Types tab, Select DOC, Click Advanced, uncheck Browse in same window.
Visual:

Learning:
You might think this would be fixed with a setting in IE or in Word but no, the fix for this is in Windows.
Open up a Windows Explorer window. One quick way to do this is to press the Windows key (bottom left of keyboard, next to control) and press the e key at the same time.
1. Click on Tools menu
2. Select Folder Options
3. Select “File Types” Tab
4. Select DOC in the “Registered file types” window.
5. Click on Advanced
6. Uncheck the box “Browse in same window”
7. Click OK to save and exit
Link to Microsoft KB with more information.
