He cambiado tantas cosas, que no se que ha sido pero ahora no me da ese error.
Código:
Sub OpenWord()
Dim strError As String = "OK"
Try
Dim wdApp As Object
Dim wdDoc As Object
wdApp = CreateObject("Word.application")
wdDoc = wdApp.Documents.Open("C:\test\doc2.doc")
wdDoc.Content.InsertAfter("Hello World!")
wdDoc.Content.InsertParagraphAfter()
wdDoc.Close(savechanges:=True)
wdDoc = Nothing
wdApp.Quit()
wdApp = Nothing
Catch ex As Exception
strError = ex.Message
End Try
MostrarError(strError)
End Sub