Create a new blank text document.
Use Tools - Macros - Record Macro to start recording a macro.
Use File - Save As - choose a name, select Microsoft Word 97 format, click Save.
Finish recording the macro, and save it - I used the suggested default location.
Now use Tools - Macros - Run Macro... to try to run this new macro.

I get a pop-up error message which says, "Inadmissible value or data type. Index
out of defined range." It seems to be right: the body of my new macro goes like
this:

dim args1(2) as new com.sun.star.beans.PropertyValue
args1(0).Name = "URL"
args1(0).Value =
"file:///C:/Documents%20and%20Settings/Mark/My%20Documents/Cycling%20Campaign/Newsletter/NL62/Copy/test.doc"
args1(1).Name = "FilterName"
args1(1).Value = "MS Word 97"
args1(4).Name = "SelectionOnly"
args1(4).Value = true

...and I can see that args1(4) is a nonsense.

I am an absolute beginner to OOo macros, and this was my first ever attempt to
create one. I was hoping to learn about macros, rather than about OOo issue
reporting!