This is just lovely.
Microsoft is investigating a new report of limited “zero-day” attacks using a vulnerability in Microsoft Word 2000, Microsoft Word 2002, Microsoft Office Word 2003, Microsoft Word Viewer 2003, Microsoft Word 2004 for Mac, and Microsoft Word 2004 v. X for Mac, as well as Microsoft Works 2004, 2005, and 2006.
In order for this attack to be carried out, a user must first open a malicious Word file attached to an e-mail or otherwise provided to them by an attacker.
Here's the link. For now, MS's recommendation?
Do not open or save Word files that you receive from un-trusted or that are received unexpected from trusted sources. This vulnerability could be exploited when a user opens a file.

There's apparently no virus signature for this, meaning right now, there's no way to determine if your machine has been exploited this way.