You can do what you want by inserting the { FILENAME \p } field in a
template. But *don't* do this in Normal.dot, as it will cause problems with
labels and other documents based on Normal.dot. Instead, create a specific
document template that will have the filename and base your new documents on
that (see
http://www.mvps.org/word/FAQs/Customization/CreateATemplatePart1.htm). If
you want the filename in the footer of the document, you can use the
AutoText menu on the Header and Footer toolbar to insert the "Filename and
path" AutoText entry (which is the { FILENAME \p } field).

--
Suzanne S. Barnhill
Microsoft MVP (Word)