The SHIFT+F5 function - is not working. After opening a document, to the
location you were working in when the document was last closed.
This is a known problem. Unfortunately, it isn't likely that anything will be
done about it until at least the next major version of Word.
Technically, the reason the Shift+F5 (GoBack) command works in Word 2003 and
earlier is that the hidden bookmark \PrevSel1 is stored in the document file.
There was a bug that prevented this from working under certain circumstances,
and a macro to work around it is at
http://www.word.mvps.org/FAQs/AppErrors/GoBackFix.htm.
In Word 2007, though, the redesigned file saving code never saves that bookmark,
so Shift+F5 never works in a document that was saved, closed, and reopened. The
macro in the article won't help.