Problem with opening word docs in IE

with IE6 and Word 2003, it appears that the default behavior when you open a
word doc from an html file is to:

Prompt to open or save (OK so far)
If you choose open it:
Opens the document in the browser AND
Opens a blank Word window and toolbar with no content in it

We feel 2b should not be happening. Note that Word opens with a blank
document, not the downloaded document.

Does anyone know about this issue and how to fix it?