hi Øjvind,
the only way to get these types of files into your report is to use the Insert > OLE Object feature. however, this can not be used with a dynamic path. dynamic paths only work with picture types.
this feature inserts objects via the ms ole dll and will only work from files stored in a file structure.
you may be able to find some 3rd party utility that allows you to do this...here's a good place to start looking.
-jamie