Word can open them, clearly teh company don't know Word very well. But in order to help you get the job.....
Download and install Open Office, open your CV in that ( it should automagically work out its Works), then click Save as , choose Microsoft Word 97/2000/XP in the "File type" selection.
Job done and another success for Open Source software!
TBH If I was you I would switch to Open Office for it all, Works is a very cut down Office suite with poor compatibility even with Microsofts other products.
If you struggle email it to me and I'll do it for you