Internet Explorer/Word Help

On my computer, when I click a link on internet explorer that is a MS Word doc, it brings up the dialog box that says Open or Save to Disk. On my friend's computer, it just opens the document in IE right away. How can I make his ask him to open or Save it first?

Thanks to anyone who knows

In my opinion it's better to leave it set to prompt. IE and Office security is like swiss cheese and every prompt is a good idea.

But anyway... if you want to change it then:

Open up a folder window. Tools -> Folder Options -> File Types. Find DOC and then press Advanced.
Uncheck "Confirm open after download".
Tadaa!