It can be done, but it's not easy.
I'm not sure if you're familiar with events, but what you need is to subscribe to filesystem events (file_created) in a specific directory. Unfortunately, these events are not exposed in Excel or Word. Maybe it's possible with Windows API calls, but I doubt it.
In .NET you can easily do this with a FileSystemWatcher object, but it would mean you need to create a .NET tool that runs all the time, for all users, not a trivial task.
If only it had been a specific Word document, you could have written code in the Save event there...
A specific Word add-in might be able to trap all save actions for all documents, and respond when files are saved to that particular directory, but again, this is not a trivial thing to create...