are you kidding? there's a huge difference between parsing a document with a program you've already trusted and installed, and running an executable.

your web browser literally downloads and parses documents all day long. pdf and .doc files might be marginally less secure, but they're by no means supposed to be executable.

if windows refuses to display the correct extension, I suppose you have to manually open them from whatever you want to view them with (File|Open) after downloading them to a certain folder.

I'd have zero qualms about doing this with a .txt file on windows for example - wouldn't you?