The ~$ file is an "owner" file that Word creates for each Word document you
open. It is normal behaviour for Word, and you can't stop Word from doing it.
See
http://support.microsoft.com/?kbid=211632 "Description of how Word
creates temporary files" for more information. But you can stop Windows from
displaying the temporary files by starting Windows Explorer or My Computer
and clicking on Tools | Folder Options | View tab | select the "Do not show
hidden files and folders" radio button | OK.
As descibed on the article this tmp file is a Transacted Document file
which should disappear when you close the file and the Application.
The doc file must be somewhere, have you searched for it on your system? It
was not an email attachment was it?
What happens if you double click this tmp file, do you get an older version
of your newsletter?
Hope this helps
DeanH