Why does it always ask "would you like to save this file or find a file on the internet to open this program" when trying to open a .docx in at&t webmail

Hi all,

.Docx files open just fine on the computer.  The problem is with att/yahoo webmail.  Everytime a new .docx file comes in as an attachment I have to either save it on the computer and then open it or go through the process of "finding a program on the internet to open it".  It's as if att/yahoo webmail doesn't have the file association set for docx files.  Is that possible?  Anyone know a way to fix this.