One of the options in the Start menu is Documents. The Documents submenu contains a list of the last 15 files you have worked on. If you choose an item out of this list, the computer will open it up in its respective application.
It is important to note, however, that it's possible for the Documents menu to list an item that has been deleted. From time to time, you may need to clear the contents of the Documents menu. This can be accomplished by going to the Start|Settings|Taskbar menu. Inside the dialog box, choose the "Start Menu Programs" tab.
By clicking on the Clear button at the bottom of the dialog box, you will empty the Documents menu. This does NOT delete the files.