Can't open Word from IE

I'm running IE 7.0.5730.13 and Word 2003 SP 3.

When I try to open a Word document from a link on a web page it tries but 
fails...won't open in either Explorer or Word.  No message...just a
quickly 
opening and closing window.

Using IE 6 from another PC I can open the same Word document from the same

web page without any trouble.

Any help is appreciated