Lotus Pro offers you the possibility to save the content into DOC files using the Save as menu. Instead of the default file, type, open the drop-down menu and select MS Word 2000 (*.DOC) or DisplayWrite (*.DOC). Microsoft Word supports DOC file in compatibility mode. To make it DOCX as a native file type, use the same menu like you employed in Lotus Pro, Save as and that's it.
Alternatively, Lotus Pro files can be opened by OpenOffice. The trick is to open the files in OpenOffice, then save them as DOC and import the files back into Word 2010.