I moved over to Office 2008 for my work Mac recently. I started to notice a pattern with .doc files I downloaded from the Internet. I would double click on the .doc file, and Word would open, but not the file, just a new blank document. If I downloaded the file from Safari, double clicked, it worked. I tried to drag the .doc file (downloaded via Firefox), onto the word dock icon, and still it did not open. Then I found this following explanation on Mactopia:

If you use the Mozilla Firefox or Camino Web browser to download a document that is saved in the .doc, .xls, or .ppt file format, the document will not open if you double-click it or drag it to an Office 2008 application icon in the Dock. To make sure that the document opens correctly, use Safari to download it or open it from within an Office 2008 application. To open a document from within an Office 2008 application, on the File menu, click Open, and then locate the document that you want to open.

Check out more issues with Office 2008 here: Known Word Office 2008 Issues.

I hope this helps.

Update: Found a fix for my woe. I had to download a Microsoft Office update for Mac. It works now! šŸ™‚ You can find it here: