Microsoft Word still supports WPS format (Microsoft Works) and can save documents to that. So this would be naturally first choice for this type of conversion. Some features exclusive to new version of Word (like formatting) may not be saved properly though and any macros may not work anymore.
For versions of Word prior 2003, you will need to install special plugin from Microsoft called Microsoft Works 6–9 File Converter that allows users to open, work and save Works documents. But first you would need to re-save your .docm document to .doc, because the older versions of Word didn't use .docm files back then.
If you do not have access to Microsoft Word, you may want to try to get old Microsoft Works installation CDs. These were commonly bundled with new laptops and computers back then, so you may even have one at home. But again you will need .doc files and not .docm.
Sadly, open source word processors like LibreOffice Writer or OpenOffice.org Writer do not support saving to WPS format and can only open it.
Updated: March 21, 2017