so the implications are that you have a non-English
keyboard layout configured in Windows
I'll second that - but if you have you will see the same behaviour in all
applications, not just Word. Perhaps you are set to use a "United States
International" keyboard.
If you want to keep some of the features of the keyboard you can get the
double quote from it by pressing space after the quote. What happens is that
the keypress (similarly single quote, caret, tilde, etc.) is remembered
until you press another key at which time a decision can be made as to what
you actually intended to input. If you follow the double quote with a letter
which can have a diaeresis, a vowel (which is presumably what you are
doing), then you will get the vowel with the diaeresis; if you follow it
with most other characters you will get the double quote followed by the
character (and so need do nothing special) but if you follow it with a space
you'll just get the double quote (if you want a double quote followed by a
space you have to press the spacebar a second time).