I am sure there is a simple answer to this one.
I have a docx file that I get an error when trying to download(document cannot be found).... .doc is fine .txt is als
When there is no mime type associated with an extension in IIS (6.0 and up), it will give you 404. See Requests for static files return 404 error (IIS 6.0). (Edit: The original MSDN link is dead as of mid-2017, the Internet Archive has a copy. Even though it was written for IIS6, the information still applies to modern IIS versions.)
Other than that, and just because you did not specify where the error shows up: When you forbid caching in a header, similar behavior may occur on the client. But that is a general issue, and not bound to .docx.