It sounds as though the .doc file extension used by Word has become associated with Firefox somehow. Windows uses file extensions to determine what program to open certain types of files with. These can be easily changed manually or perhaps by some type of virus or spyware. If your computer is set to hide extensions for known file types then you wont see the .doc on the end of your Word documents. You can change this setting from the View tab under Folder Options.
You should check the file association for Word documents to make sure that its associated with Word and not Firefox.