Cannot Open Embedded Word Document From Sharepoint

We have many Sharepoint sites that have Word 2007 documents with Embedded Word documents.  The user is Read Only in Sharepoint and cannot open the embedded attachments on certain computers.  We are using IE 7 and Word 2007.  The same user can log onto a different machine and open the embedded documents. We have many people experiencing this problem on Sharepoint document libraries that require check out for contributors.  Has anyone else had this problem or know what I can check in Word, IE or SharePoint.

Thank you.