You can enable 'Tab' feature (as used in most web browsers) in Microsoft Word 2007 and 2010.

This Tab feature is not provided in the default Microsoft Office Suite, but can be installed by using add-in. At present, if you open multiple document files, it opens them in multiple windows. It may causes inconvenience to some users.

This Word add-in provides web browser like Tab feature in Microsoft Word at no cost, So that you can open all document files in a single Word window and can navigate between them easily and quickly using tabs.

After installing this add-in, it can be utilised by turning on the Tabs function in 'Microsoft Word Addin Tabs'. Below is a screenshot

The add-in can be downloaded using following link:

Office add-in download link