|First off this is an Office Software question and should be posted in the Office Software Forum.|
That said, you are here so I will throw out my two cents. If you are using a Version of Microsoft Word there may be a module to allow that process to be more seamless. You may need to modify your Word installation by going to Add/remove programs. Select Microsoft Office and choose to remove. You will be given choices to remove or modify. Choose modify and then you will need to supply the CDs.
Read the screens carefully to find what you need.
Another method might be to use Office help and search for converters.
If you are using something like Microsoft Works I don't know if any options exist.