Welcome to MobileRead, mjhudston!
There are a couple of alternatives, but they'll require converting to a format other than Word -- the Reader just won't support them in that format.
The first, and probably simplest is to convert to a PDF. If you do that, I strongly suggest that you make the PDF file's "virtual page" the same size as the Reader's display. You can find details on that
here.
The other option is to go with Sony's BBeB (.LRF) format. You can use
Book Designer for that, but sounds like it would probably be worth your while to look at
Calibre. It requires installing Python, but the greater flexibility and the suite of tools that come with it are likely to be useful to you. There is an
entire forum section devoted to discussing it, so you can find lots of advice and suggestions to help you along.
I hope that helps get you started.