Running Word on Win XP sometimes the file names have blue, rather than black, lettering why is that?

When you have blue file names or other text in a Word document, it's a hyperlink to some location. For instance, if you were to type www.yahoo.com into a Word Document, the text would turn blue and be underlined. You can then hold the control key and click the text and it would take you to that website. This is a useful tool to link to other websites or parts of a filesystem.

You can also remove the link by highlighting the blue text, right-clicking with your mouse, and then selecting "remove hyperlink" from the context menu.

Hope that helps!