Sub ConvertHTMtoDOCX()
With Application.FileDialog(msoFileDialogFolderPicker)
.AllowMultiSelect = False
.InitialView = msoFileDialogViewList
.Show
strPath = .SelectedItems.Item(1) + "\"
End With
strFilename = Dir(strPath & "*.htm")
While Len(strFilename) <> 0
Set myDoc = Documents.Open(strPath & strFilename)
strNewName = strPath & strFilename & ".docx"
myDoc.SaveAs FileName:=strNewName, FileFormat:=wdFormatDocumentDefault
myDoc.Close SaveChanges:=wdDoNotSaveChanges
strFilename = Dir()
Wend
End Sub
Testado com 2 arquivos .HTM na minha área de trabalho, Windows 7 x64 e Office 2013