Thus, if you download an infected MHT file, IE will know that it needs to open the MHT file with caution (at “low integrity,” in a sandbox). That severely limits this exploit’s reach.

She made changes to the document and attemtpted to save it by clicking file, save as, inside of IE, which resulted in her saving a .mht file. Is there anyway to get to the updated word doc at this ...

As Windows opens MHT files using IE by default, you don't even have to run the browser for this to be a problem -- all you have to do is open an attachment sent through chat or email.