If you haven't opened it, no damage can occur. It has to be an executable (.exe, .bat, .com, .lnk, or .pif) and it must be executed to cause you pain. Opening one of the above types will convince Windoze to execute, therefore do damage if it is virulent. Virus writers go to some lengths to disguise the fact that an attachment is executable - .lnk and .pif being favorites (because they sound harmless).
In your case, the .DOC part is irrelevant - always look at the last suffix - this is another way they attempt to make attachments seem harmless. For example, I could send you a file called "747-400.LHR.mpg.lnk" - sounds tempting, but the key is to always check the final file extension. This part is all Windoze will use to decide whether to execute it!
Basically never open an attachment that is executable, unless you are absolutely sure you know where it came from (like you ordered it!)
[ 01 November 2001: Message edited by: sanjosebaz ]