We are in the process of upgrading Confluence from 3.5.13 to 4.3.2. A few users have reported that when using IE 8 and 4.3.2 to open a .docx attachement the "Open" option is not provided and they are forced to "Save" the attachment before opening it.
The only variable appears to be the Confluence version (the examples below are trying to open the same file).
Confluence 3.5.13:

Confluence 4.3.2:

This is not seen with Firefox or IE 7.
Thanks,
Jon