Thanks to jackie_w and itimpi for the information and suggestions.
My chapter headings use the Heading 1 style in Word modified to format the text in bold and all caps (not small ones). But about an hour ago I read the following in the B&N epub formatting guide: "Use Caps Lock to type in capital letters if you want text to appear in all capital letters. Do not use the Word format for All Caps." So that may be a problem, but I won't know until I revise the style and manually select all caps for each of the chapter headings.
Another possible source of trouble is my unfamiliarity with terminology. I'd read about Web Page (Filtered), but didn't know until a few minutes ago that Word 2008 (for Mac) Save as Web Page option doesn't use the word "filtered," and the selection for that is "save only display information into HTML."
I find myself feeling like an idiot every ten minutes since trying to do these conversions by myself, but at least now I have something I can try.
Thanks again for the support.