Short answer: You can't, this is a new "feature" of Word 2K and is deliberate and can't be changed. It is important to note, though that each new document does not start a new instance of Word. For the official Microsoft take on this see: http://support.microsoft.com/support/kb/articles/Q230/6/84.asp    Longer answer: There are macros that work around this. In Office 2000 Excel & Powerpoint use the 'traditional' MDI (Multiple Documents per Program Window) interface and emulate an Word 2000's new SDI (Single Document per Window) interface via the '[x] Windows in Taskbar' setting in Tools=>Options=>View. For Word 2000 to get an MDI emulation toggle you can use this free 3rd party 'Windows in Taskbar.dot' template that takes about 1 minute to install. OfficeVBA Magazine article - "Fighting Desktop Pollution" by Romke Soldaat http://officevba.com/features/1999/11/vba199911hk_f/vba199911hk_d.asp This gives you a page from which you can download the macros needed to make the MDI optional in Word 2000, it also leads you to the article explaining those macros. You don't need to read the article to use the macros, but it makes fascinating reading. This has been moved because the OfficeVBA Magazine site has become subscription only. It is now stored on the CompuServe forums. According to what I've read, this interface is optional  for Word in the XP (2002) version of Office.

See also: http://www.word.mvps.org/FAQs/Customization/SDIMDI.htm. (MVP website)

For those who like the MDI interface and wish they had it with Word 97 there is an emulator called Switchbar that does exactly that. 

Word 2002 and later has an option to switch the MDI interface off.
Tools => Options => View (tab)
Uncheck the option for "Windows in Taskbar."