In Vista my Windows Explorer does not have a New menu option displayed. It does have an "Organise" option with a "New folder" entry listed.
If I press the ALT key, the normal "File Edit View Tools Help" menu options appear, but clicking File does not offer any MS Word file types, and there is no "New" menu button.
I'm not sure where your problem lies.
When I right-click New menu in Windows Explorer the MS Word file type is not there. All the other MS Office types are. This happened after I did a factory reformat of a pre-installed Vista Home Premium on an Acer Aspire L3600. Previously Word showed up, as it still does when I installed MS Office on my wife's Dell laptop as a test. How can I get it back in? It's what I most use the right-click feature for!