All you have to do is open one infected document in Word or Excel, then the question is whether it can infect your Mac or not. There have been some nasty exploits written in Word Basic (or whatever it is called these days). So far Macs have been spared, but I would not want to be the first one bitten.
True all around.
That's one reason I never open Word documents from anyone I don't feel is security-minded. That's also why any (usually long) Word documents I create and wish to share with others I first convert to PDF and send that file instead. (They can convert it back to Word, if they wish, at their end.)
