Annoying Recurring Pop Up in MS Word

I have been having a very annoying pop up message frequently when using MS Word for Mac 2011, on my MacBook Pro OSX 10.8.2

I'm attaching an image of a typical occurrence. Note that the file I was working on, contrary to this message is not read-only, has been filed and saved with a valid name numerous times, and that there is no Document 40 anywhere around (that number changes). Nor, when I click OK is there any dialog box. The nuisance just goes away only to return a few minutes later. It is very disruptive and if someone knows how to deal with this useless little demon, I'd be grateful.