Internet Connection cut due to Winword.exe

I recently installed Comodo Firewall on my Pc and am very happy with it. I still get things I don’t understand though and this is one.

I will be online using IE and, on one of the forums I visit has a joke of the day feature which sometimes if it is a particularly good one I will copy and paste it to a folder on my recieved files via a Wordfile. When I have done this a CFW warning box appears telling me that Winword.exe is attempting to access the internet via IE and some other stuff which not being very Pc literate i don’t really understand.

My logic tells me that as I am already on the internet and I have finished using Word it has no business accessing the internet and so I deny. I am then cut off of my internet connection and have to open it up again.

can anyone explain what and why this happens and is winword.exe a virus / worm or a genuine Windows programme?.

Thanks in advance for any help offered,