Hmm. The only time this has happened to me is if I read the document off of a flashdrive, and then ejected the flash drive without saving the document. Since you sent it to a friend for revision, it's possible you're clicking on the fast link to the sent version, which might not be locatable. Instead of clicking on it from the Word start up screen, find your document the long way (i.e. file->open->AOFW) and see if that works.