I've no idea why Word is not closing down properly, but to manually force a shut down just use Task Manager.
1) Press ctrl - alt - delete (all at the same time)
2) Select Task Manager from the list
3) Click on the Applications tab and you will see a list of running applications.
4) Click on the application you wish to terminate and then click on the End Task button at the bottom
5) Do this for all copies of Winword that are running and this should free up your files.
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