First of all, latest versions of Microsoft Word 2010/2013 support WPS format from Microsoft Works and can simply open these documents and re-save to DOCX format.
If you only have access to some previous version of Microsoft Office, you will need to download and install special Microsoft Works 6-9 File Converter that acts as plugin and allows users to open and work with Microsoft Works documents (*.wps).
Open source word processors like LibreOffice Writer or OpenOffice.org Write also still support Microsoft Works formats. But generally do not perfectly save in DOCX formats. That is usually tied to formatting though and old Works documents won't be that complicated so that the resulting DOCX file will be probably viable.
Last option would be to get your hands on some old version of Works. It was commonly bundled together with laptops and new computers so you may have some old Works installation CD . In Works you can re-save your documents in it to DOC or RTF format which are both acceptable for making DOCX documents.