1. In Word, select Tools, Options
2. Select the Save tab
3. Unmark the Prompt to Save Normal Template
4. Click OK

For more information using Word 2003, refer to the Microsoft article: You are prompted to save the changes to the Normal.dot or Normal.dotm or Normal.dotm global template every time that you quit Word

For more information using Word 2007 or Word 2010, refer to the Microsoft article: You are prompted to save the changes to the global template every time that you exit Word 2007 or Word 2010