HTMLZ's index.html hyperlinks don't work in Word 2010

I'm using Calibre to convert a free Kindle ebook (.azw) to an HTMLZ zip file and then I unzip the resulting file to get the index.html file. If I open the index.html file in a browser, all the hyperlinks work properly. However, if I open the index.html file in my Word 2010, none of the links work properly. They all take me to the top of the file. I'm wondering if this has to do with the fact that the hyperlinks are absolute paths instead of relative paths? How can I get the hyperlinks in the table of contents and ebook index to work in my Word 2010?

Thanks in advance!