If you can find it:

Word 2000 Developer's Handbook - Guy Hart-Davis, published by Sybex. While for 2000, most of the VBA is still valid for 2002, with some more changes for 2003. Still, as it is older you can probably find it cheap. Excellent for getting a solid grasp of Word.

VBA Developer's Handbook - Getz, Gilbert, published by Sybex. Tons and tons of stuff for VBA. Lots of sample code.