Is there any way that I can embed a .exe file in a .pdf, .doc, .xls, or .ppt file in such a way that upon opening the containing file, the document processor will run the .exe automatically without the user intentionally executing it?
Yes, this is totally possible and pretty easy to accomplish - so long as you have an active exploit in the PDF viewer. Check out one of the many Adobe Acrobat Exploits in the Metasploit framework. Next you can use a download+exec shellcode to download and execute your payload, err I mean ".exe".