You're always going to have trouble with that. The problem is that
Word must open temporary files in the folder with the document -- and
no, there's no way to force them to go somewhere else -- but it can't
delete them from a CD.
Always work on documents on a hard drive, and then copy them to/from a
CD, DVD, floppy, Zip drive or any other removable media after you
close the document out of Word.
