It's pretty easy to do. Go to "Tools ->
External tools...." Set the command to the path of MSWord (or PDF reader of your choice) and set arguments to the path of the document.
For example, in my PC:
- Title: C# Language Specification
- Command:
C:\Program Files (x86)\Microsoft Office\Office12\WINWORD.EXE
- Arguments:
"C:\Program Files (x86)\Microsoft Visual Studio 9.0\VC#\Specifications\1033\CSharp Language Specification.doc"
Make sure you put the argument path in quotes if it contains characters like space, as it needs to be treated as a single argument to the command.