Transform linked images to embedded images?

I have imported a HTML report into word by opening it (open index.html in Word) and copy / paste the result as an annex into my Doc.It worked fine, except that all the images (200 of them) are actually links to the images on my hard drive. Hence, when I send the document to my co-workers, they don't have the images.How can I tell MS-Word to embed these images into the document itself? If you have the procedure to do it for one image, I might be able to record a macro or write a visual-basic macro.