xl2003 doesn't have anything builtin to do display the full path in the caption.
If you really, really, really think you're right, maybe you could explain to to
turn it on in xl2003. There may be ways to translate those instructions to
xl2007.
===========
On the other hand, you could use code like what Gord suggested--but make it more
automatic by using an application event.
If you want to try, start a new workbook (or use your personal.xlsm/.xlsb/.xls
workbook).
This goes under the ThisWorkbook module--not in a General module, not in a
worksheet module.
Option Explicit
Public WithEvents xlApp As Excel.Application
Private Sub Workbook_Open()
Set xlApp = Application
End Sub
Private Sub Workbook_Close()
Set xlApp = Nothing
End Sub
Private Sub xlApp_WindowActivate(ByVal Wb As Workbook, ByVal Wn As Window)
Wn.Caption = Wb.FullName
End Sub
If you save that workbook in your XLStart folder, then each time excel opens,
this workbook will open.
If you're new to macros:
Debra Dalgleish has some notes how to implement macros here:
http://www.contextures.com/xlvba01.html
David McRitchie has an intro to macros:
http://www.mvps.org/dmcritchie/excel/getstarted.htm
Ron de Bruin's intro to macros:
http://www.rondebruin.nl/code.htm
(General, Regular and Standard modules all describe the same thing.)
===============
If you really saw the full name in the caption, then you had one of these
helpful macros running. And if you don't see the fullname in the caption, then
either you didn't bring the workbook with that macro, or didn't put it in the
correct location, or didn't allow macros to run.