pavlos1982,
I haven't test it yet. It could be something like the drive that needs to be configured previously, not at application layer (within MSWord or any other). This mean you would have to configure the job type (secureprint) at the driver properties Printing Defaults. (If you are using a shared driver than this will apply to all using the same driver).
Nevertheless, based on you screenshots, can you please change the option on CWIS (2nd screenshot) Release Policies to "Prompt for Passcode Before Releasing Jobs".
This because you mentioned you use accounting and if you using authentication in conjuntion, than you would need to do that first before release the job. If you certain that no authentication is being used please feedback and ignore my tip :)