In windows XP go to My Computer/Control Panel. Then click on Folder Options. Then click on View and select "Show hidden files & folder".

Then go to C:\Documents & Settings\your_user_name\Application Data\Microsoft\Templates. There you will find the normal file along with any other templates.

I would just copy them all and paste them into the corresponding folder in Word 2010. I'm not sure why you were told to rename the normal file or to put it in a startup folder. Maybe Word 2010 does not have the same directories that Word 2003 does. But in word 2003, it will only recognize the normal.dot file as the default template which includes your macros. If you rename it to something as normal.old, word will not recognize it--at least it won't in Word 2003.