Colum has good advice. Also, since you're new to this, there
are a few curiosities that occur that can be puzzling to newcomers.
If you have graphics in your Word docs (screenshots, etc.) a new
folder will automatically be created. So if the name of your Word
doc is MYDOC.DOC, graphics will be placed in a new folder called
MYDOC_Files.
Another "hitchhiker" to the process is the creation of a CSS
file automatically created for each Word doc. After the import you
have the choice to reassign any style sheet you like, regardless of
the CSS originally linked.
Another tip if you're new to importing, go to Peter Grainge's
excellent site.
http://www.grainge.org/
Follow the links: RoboHelp > Importing from Word for some
excellent ideas.