One way is to click on Tools | Macro | Macros, add the following line to your
AutoOpen() macro:
ActiveWindow.Caption = ActiveDocument.FullName
See
http://www.gmayor.com/installing_macro.htm if you don't know how to
install a macro.
Another way is to click on Tools | Customize | Commands | Categories: Web |
Commands: Address. Drag the Address command to your toolbar area. Click on
Close. If you are prompted to save changes to your Normal.dot global
template when you exit Word, say yes. Obviously, this method puts the path
in the toolbar area, not in the title bar at the top of the screen.