Hi,
There might be a couple of ways of working that might help.
1) You can use the CIFS interface to edit the working copy. The CIFS interface makes the Alfresco repository appear as a network drive. So you can browse the repository using file explorer and edit the files with the appropriate application, eg Word.
2) If appropriate you can make the working copy inline editable (for text, xml, html, etc) this allows you make edits from within the web client, so you don't have to save content to your file system.
3) Check-out the document and save the content, as you currently are, to your file system. Make the changes, but instead of updating the working copy go straight to the check-in action. On the check-in dialog check the ' Use copy uploaded from my computer' option on the radio button at the bottom and browse to your updated file. Now check-in. This effectively combines the update and check-in into one action, applying the updated content directly to original.
Hope this helps,
Roy