Instead, just try this AppleScript. Copy and paste into Script Editor, and save it as an application (File: Save As, Format = application) in a convenient location. When you launch it, a dialog will prompt you to select two (or more) Word documents. Hold down the Command key, and click on each document you'd like to combine.
When you click Choose, Word will open and then create a new document holding the combined content of each of your chosen files.
[robg adds: geppo1982 wrote the AppleScript, but English is not his native tongue, so he asked me to create the writeup. The script worked as described in my testing.]

