Have a look at microsoft.public.word.docmanagement for a squillion posts in
the past two weeks on this problem.

Wrong newsgroup - this one is about visual basic for applications. However,

See: You may experience problems in Windows Explorer or in the Windows shell
after you install security update MS06-015
http://support.microsoft.com/?kbid=918165

If you aren't comfortable with editing the Windows registry yourself, then
go to http://www.kellys-korner-xp.com/xp_tweaks.htm and scroll down to Item
No. 383 "Hewlett-Packard's Share-to-Web software - Fix".  Download and run
the script to automatically modify your registry as described in KB918165.
You may need to temporarily disable your antivirus program in order to run
the script.

A revised version of the update is supposed to be released today, Tuesday,
April 25, to fix these problems.