You could also just use Edit book, and instead of opening an EPUB, open the DOCX. calibre will use its usual DOCX input plugin (phenomenal piece of work BTW) but output an EPUB directly to the editor, an advantage is that the CSS is not flattened into the usual "calibre*" classes.
Much better results than saving as filtered HTML.
Depending who you ask, Toxaris's
e-Book Tools - a Word add-in might give you a superior EPUB export, but either one should suffice, and are better than saving as HTML from Word.