Someone has compressed some of the files using NTFS file system compression.
This has nothing to do with Word. If you check the properties for the blue
files you'll see the compression flag is turned on.
Please respond in the same thread on this newsgroup. Make sure you
include details of your application and Windows versions, plus any
service pack updates.
Do not mail to me directly without invitation - you have a choice of
getting ignored or billed for my time. Most questions can be answered
by reading recent NG posts, checking the MVPS web FAQs or searching the
relevant Google archive e.g. http://groups.google.com/groups?group=microsoft.public.word.spelling.grammar