This is in fact not supposed to happen if you haven't changed a thing in the document. I have experienced this myself some time ago, if I remember correctly.
To troubleshoot this, I recommend deleting the Word preference file and, of course, to install the current Office 2011 update. 14.0.0 is the 'virgin' first release. Those are usually laden with bugs, quirks, and vulnerabilities which only get corrected with subsequent updates – the current update version is 14.2.3!
Quit all Office applications.
In the Finder, go to the top menu bar and choose
Go > Go to Folder (or press Cmd-Shift-G.) Then type or copy-paste following exact folder path into the input field:
Drag the files
com.microsoft.Word.plist.lockfile into the trash. Then launch Word again to check if the problem is gone.
To update Office: Open Word, go into the Help menu and chose 'Check for Updates'. You can also download update packages and install them manually – download from http://www.microsoft.com/mac/download