How did you effect that change? I have no idea.
You need to let Word open the files (with their former extensions), then use File|Save As.
I tried that but the "You are attempting to open a file type" thing came up.
Given that you're using Office XP, the native format is:
I'm not using XP but 7
You could also save as:
Word Document (*docx) I tried that and "You are attempting to open a file type" thing came up.