There have been some issues with users that when they select a document link in SharePoint 2007 they do not get prompted to edit the document; instead the document opens directly in "Read Only" mode.
This is a known issue with Office 2003 and MOSS 2007, the easiest way to fix this is to install any Office 2007 component / to modify the registry keys as outlined in this MS KB article:
http://support.microsoft.com/kb/870853