How can I edit an email attachment?

Split from this thread.

So I have the problem that my colleague has created a Word file on a Windows machine, and she has emailed it to me: i use a Mac.  When i open it i get a message that it's read-only and i need to create a copy to edit, so I do that.  I edit it, rename it, and save it - all works fine, but when I email it back to her, she can't open it.

Why not and what can I do about it?

Thanks!