Lars: There is an error in the zip file above (version 2007-04-20). The directory pub/skins/exportdoc is labeled exportodoc in the Zip-File. Remove the o and it will work.
Be aware that this is a very simple export, it only passes the HTML on to MS Word.
Paul (2020-03-03): This cookbook works great, but I was having a problem with embedded images. It turns out that it was the authentication on my own site that was causing the problem. If the link for the embedded image requires credentials, then it will not work in the .doc file, example: