Yes, the result is different in Word. Word has a fancier file manipulation model so when it has a file open for editing it locks the file. If a program tries to open a file locked by Word, it will fail.
WordPad doesn't lock the files it has open so your program will be able to open the file.
As an alternative test, set a breakpoint in the program on the statement that opens the file. Run to that point and then rename or delete the file before continuing. The program should fail to open the file (because it is no longer there) and the error handling code should deal with it.