Have you done that as Word has prescribed? Just as this issue talked in this thread.
http://social.msdn.microsoft.com/Forums/en-US/9fe55f43-69d8-4f58-9c9d-b277b56e536a/how-to-convert-infopath-to-word-document
http://social.msdn.microsoft.com/Forums/en-US/35b619d9-9a38-4cc5-9cd9-d37471c25d32/convert-infopath-file-to-word-pdf