If you see this message often, you may want to turn off the Prompt before saving Normal template option. To turn off this ...

If you see this message often, you may want to turn off the Prompt before saving Normal template option. To turn off this option, click the File tab, click Options, and then click Advanced.  Under Save, clear the Prompt before saving Normal template check box.  If this check box is already clear, or if clearing it does not resolve this issue, then there may be a problem with Word.