This was a problem for companies interested in using Sharepoint as a Document Management System. In the past some developers, like myself, decided to design Office addins in order to create a bridge between Microsoft Office and Sharepoint.
All od these issues are comming to and end with the Sharepoint 2010/Office 2010 couple marriage.
The only thing we need to do now it tell exactly where we need to save it.
(To do this, you will need at least a Sharepoint installation)
After this click on File->Save & Send -> Save to Sharepoint-> and type the name of the server where you want to keep the docs and job done.