Opening an application with a Content-type?

I have a cgi which I would like to have place its output into MS Word.  I
thought that specifying "Content-type: application/msword" would do it, but
MSIE simply displays the output and does not invoke Word.  This is for an
intranet where every computer is using MSIE 4 or 5, has Word installed, on
Win95/98/2000.  The server is Apache.  Any ideas?

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