Sub ConvertXMLDocuments()
Application.ScreenUpdating = False
Dim strFolder As String, strFile As String, strDocNm As String, wdDoc As Document
strDocNm = ActiveDocument.FullName
strFolder = GetFolder
If strFolder = "" Then Exit Sub
strFile = Dir(strFolder & "\*.xml", vbNormal)
While strFile <> ""
  If strFolder & "\" & strFile <> strDocNm Then
    Set wdDoc = Documents.Open(FileName:=strFolder & "\" & strFile, AddToRecentFiles:=False, Visible:=False)
    With wdDoc
      .SaveAs2 FileName:=Split(.FullName, ".xml")(0) & ".docx", FileFormat:=wdFormatXMLDocument, AddToRecentFiles:=False
      .Close SaveChanges:=False
    End With
  End If
  strFile = Dir()
Wend
Set wdDoc = Nothing
Application.ScreenUpdating = True
End Sub

Function GetFolder() As String
Dim oFolder As Object
GetFolder = ""
Set oFolder = CreateObject("Shell.Application").BrowseForFolder(0, "Choose a folder", 0)
If (Not oFolder Is Nothing) Then GetFolder = oFolder.Items.Item.Path
Set oFolder = Nothing
End Function