Either password protect them or store them in a folder where only you have
permission to make changes.
To password protect them: Assuming Word 2007: in the "Save" dialog, press
the "Tools" button and choose "General Options...". You can set passwords
there.
To use the folder approach: ask in a Windows newsgroup or forum for details
If you plan on distributing the files, you might consider another file
format such as PDF which is a lot harder to edit. Assuming Word 2007, you
can use the "Save As" functionality to save your document as PDF.
Yves