I have been checking into this for storing resumes in a database in Word, PDF, and other formats.
The solution is to 1) store a reference to a file (which you are already doing), and 2) use the following script step: Go to Field [select/perform; my_container_field]
If you embed the file, this doesn't work. In fact, I can't figure out much of any real advantage to embedding the files since all you can do with them is import and export them. There is no way to open them, edit them, save them, attach them to e-mails, etc, etc using the built-in scripting. If I'm wrong, please let me know!
-David