After searching the web I found workaround that should workhttp://support.microsoft.com/?kbid=870853. According this article:
- Quit all running Office 2003/07 programs.
- Open register (regedit.exe)
- Locate and then right-click the following registry subkey: HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Common\Internet
- Point to New, and then click DWORD Value.
- Type OpenDocumentsReadWriteWhileBrowsing, and then press ENTER.
- Right-click OpenDocumentsReadWriteWhileBrowsing, and then click Modify.
- In the Value data box, type 1, and then click OK.
- On the File menu, click Exit to quit Registry Editor.
After testing I was able to open file in the Edit mode.