Anastasia,
Because you haven't yet responded, I'm wondering if you encountered the same problem I did. It "might be me", but when I tried Mike's (welcomed) routine, I ran into the error "Object required". This happened whether both files were loaded into memory or not.
In the meantime, here's another option / suggestion...
PREFACE: Most Excel users appreciate being able to use <Alt> <Tab> to "hotkey" from one workbook to the next, or from one worksheet to the next (when there are two worksheet windows open).
WISH LIST: Most Word users "envy" this <Alt> <Tab> method used in Excel, and "wish" MS had created this in Word.
SOLUTION: Use the following steps to create a "similar" hotkey for use in Word. First, the "recommended hotkey" is the use of the key immediately above the <Tab> key - i.e. the key with the <`> in the "lower-case" position on the key.
Thus, you would (with one hand) hold down the <Alt> key and hit the <`> key. This is "easy and quick" - especially for those MS Office users who are used to using <Alt> <Tab> in Excel.
STEPS:
1) From the menu, select: Tools – Customize, and then Click the “Commands” tab.
2) Under “Categories”, click “Window and Help”.
3) On the right side (under “Commands”), click-and-drag “Previous Window” and add it to one of your existing toolbars.
4) Right-click on the “Previous Window” icon you just added.
5) Click in the “Name” box (3rd from the top), and add the ` character to the right of the & .
6) You can also “shorten” or abbreviate the “&`Previous Window” – if you need to “get it to fit” on your toolbar.
OTHER SHORTCUTS ??? I don’t use Word much, but my wife does (at 120 wpm error-free), and she REALLY appreciates the shortcuts I set up for her. In particular, she appreciates:
1) <Alt> - (minus key) ...for decreasing the font size, and
2) <Alt> + (plus key) ...for increasing the font size.
Hope this helps.

Please advise as to what your thoughts are on the use of the "hotkeys". I'm a firm believer that "once shown how fast and easy these hotkeys really are", MOST Word users will "start bowing (-: when you come near".
Regards, ...Dale Watson dwatson@bsi.gov.mb.ca