Saving a document in a file format that cannot support specific features
A file format is the way in which information is stored in a file so that a program can open and save the file. Microsoft Word can save documents in a number of formats besides its default .doc format. However, not all file formats are able to store information that would ordinarily be saved in a .doc file.
For example, a plain text file (.txt) can contain only unformatted text. If you save a Word document in plain text format, any formatting, pictures, objects, or tables
Similarly, Web page file formats (.htm, .html, .mht, and .mhtml) cannot store some Word features, such as the password to remove document protection or document versioning. In addition, some features introduced in recent versions of Word will be discarded from your document if you select the Disable features introduced after check box and then click Microsoft Word 6.0/95 on the Save tab of the Options dialog box (Tools menu).
When saving a file in a particular format or disabling features from a previous version of Word would result in the loss of content or features, Word displays a message and provides a list of the content or features that will be lost. If you don't want to lose these things from your document, click Cancel, and then save the document in a different file format.