Experiment with various combinations of F6. They're identified as follows:
F6 Go to the next pane or frame
Shift+F6 Go to the previous pane or frame
Ctrl+F6 Go to the next window
Ctrl+Shift+F6 Go to the previous window
In most instances, F6 = Ctrl+F6 and Shift+F6 = Ctrl+Shift+F6
If you're using Word 2000 or above, Alt+Tab will also work (though it will
include open windows of other apps as well).