[Wordpad not open[_2_]]

I have installed new Word 2007 and downloaded FileFormatConverters.exe in
computer (Window Vista), but I could not open any Word 2003 from school. It
asked me to Open or Save or Cancel - click Open - pop up dialog box shows:

This program will open outside Protected Mode. In internet Explorer's
protcted mode, helps protect your computer. If you do not thrust this
website, do not open this program.

Name: Windows Wordpad Application
Publisher: Microsoft Windows
(Word 2003 shows: Microsoft Word Document, not Windows Wordpad
Accplication )

-- then l click ALLOW -- Lots of unknow charaters, I could not read.****

How to open those Word documents?