I agree with sirbruce. In Word, use File -> Save As -> Other Formats -> Web Page, Filtered. Then import the HTML into Calibre and export as MOBI. Calibre will even do the transfer to your USB-connected Kindle if you want.
I am a bit surprised that the Kindle e-mail conversions failed. It is using a program similar to MobiPocket Composer to do the conversion. That is one reason for recommending Calibre - it isn't using MobiPocket software for the conversion (and the Calbre developers will quickly fix bugs if you come across any).
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