If you have a .docx file (most likely created by Microsoft Word 2007) you can actually see what's inside it! This is because Word 2007 creates a number of files and compresses them into one single .docx file.
We have all tried it. Having to write what seems to be thousands of "cd" commands to start a single executable deep down several folders.
In Windows XP you could install a PowerToy which added a right-click context menu item, which allowed to open a CMD in the current folder.
The very same thing exists in Windows Vista - it is just hidden.