We have simmilar problem with our Bulgarian texts (they are also in cyrillic) I am not sure (cannot remember) but I think we solved this by installing Web Page Authoring (HTML) which is an Optional component in group Text Converters. Check whether it works (run MS Office Setup and install the component) and advise me.
Also... you may need to download the latest version of Web page authoring tools for Word. If a connections is present MS Word downloads them automatically after a confirmation dialog.
See topic "What's installed with Word xxx" in MS Word Help.
