Open up the rox options and go to the "Types" submenu and then tick the box: Ignore eXecutable bit for known file extensions.
That should fix your problem (and allow the docs to open as you want), but unfortunately, the files still have that annoying green colour because rox still think's they're executable files... same with a few jpg and avi's that I have. I only grabbbed rox a couple of hours ago, so if anyone has a better method I'd be happy to hear it.