Missing Word 2007 file

I use a PC/ Windows 7/ Office 2007. I update a particular MS Word file regularly, held on a memory stick. Never any problems. But I now trying to open it I got a message saying the file wouldn't open. A window with a new file name and location came on the screen but I didn't notice what it was before it went off. Trying to open the file again from the memory stick it's not there anymore. It's been moved automatically. Not knowing what MS Word changed the name to or where it moved it I can't find it at all now.

Does anybody know what the default name and location is for documents MS Word has problems opening like this so I can find it? Thanks for any help.