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The OES plugin available e.g. under the Download section of this site only works on Windows platform. The alternative way of editing files directly employs WebDAV and involves copying and pasting a specific link from Fronter into the editor application. The WebDAV method can be enabled for Windows users as well (global setting 207 in the Admin module), but it is the default one for non-Windows users.
The WebDAV method works on Mac OS X and Linux systems, but requires from the editing application that there be a dialogue where the WebDAV link can be pasted.
Older versions of MS Office for Mac do not support this.
Update: Never versions from 14.0.2 (MAC 2011) and onwards are known to support opening a URL.
OpenOffice does support it, but may require you to change the setting for file open/save dialogs. You can find this setting under the OpenOffice preferences > OpenOffice.org > General > Open/Save dialogs, where you can tick for "Use OpenOffice.org dialogs".