Fusion Guest OS Opening Files In Host OS MacBook Pro Early 2011 - Mac OSX 10.7.2
VMWare Fusion 4.0.2
Guest OS is Win7 64-bit, all the latest updates.  MS Office 2010 w/latest.

So, basically I'm using the Win7 guest OS for Outlook only (I need to run Taglocity, which doesn't work with Mac Office 2011).  Anyway, when I get emailed a URL I can click on it and the URL is opened in my default browser on the Host OS.  Love it!  I want to do the same thing for documents that I receive.  I want to be able to open an email attachment that is a PDF, DOCX, PPTX, etc. and have it open in the host appropriate Mac OSX app.  I feel like I should be able to do this, but can't quite get my mind around it.

In Fusion Preferences > Default Applications I have checked "Open your Windows files and Web links using Mac applications".  The second part of the "Web links" works fine.  But not the first!

Edit: I should also say that VMware tools are installed!

Can anyone help me out here?  How can I get my Host apps to be associated with file types in my Windows guest?
It should work automatically.  Try upgrading to Fusion 4.1.2.  Be sure to update the VMware Tools, too.