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. The problem appears to be that Calibre's index.html file contains anchor tag bookmarks of the form <h2 id="BookmarkName">...</h2> and Word 2010 expects the bookmarks to be of the form <a name=BookmarkName>...</a>.

How can I get the hyperlinks in the table of contents and ebook index to work in my Word 2010? I also want Word to create a PDF where the hyperlinks work.

Thanks in advance!