U don`t need to upgrade to Progress OpenEdge.
The Progress 4GL is able to facilitate what U require. No need for the ABL.
It has been possible with the 4GL since at least V8 - Thats when I started doing it.
Using the ie control I mentioned. This syntax will help you achieve what you require, have a play with it:
chWebDisp:WebDisp:Navigate ("c:\temp\bob.doc",chWebDisp:WebBrowser,,,).