I can't say this is an exhaustive test. I have better things to do. But here are some examples of the iRiver Story working (hover over with mouse to get filename - which tells you what format is being shown). Oh and I love my ebook reader. *(docchopcomment.jpg is a word doc converted to a pdf)

To recap: I suggest coverting TXT into EPUB and DOC into PDF file.

The txt example here was converted in about 3 minutes using this website (http://ebook.online-convert.com/convert-to-epub). It turned a straight TXT (which doesn't handle too well on the story - though it is certainly understandable) into an epub > which works fine.

For the DOC (Word file). I downloaded this sample and turned it into a pdf in OpenOffice. Again took about 3 minutes. Seems okay to me (I don't use Word only LaTex!).