You should be able to select 'Works Document' from the dropdown list in Word's 'Save As...' Dialog box. (see below)
If you can't do this, then you need to reinstall word, and find all of the converters in the list of things to install, and make sure that they are turned on.
Comments
Can you tell us what versions? Can't you just use the save as?
If you can't do this, then you need to reinstall word, and find all of the converters in the list of things to install, and make sure that they are turned on.