What version of Word are you using? If Word 2007, click the Office button
(upper left corner), then click Save As. For a number of commands, the
Office button is roughly equivalent to Word 2003's (and earlier) File menu.
Alternatively, press Ctrl+S (Save, which automatically brings up Save As if
the file has not yet been saved).
Alternatively, click the Save tool in the Quick Access Toolbar (above the
Home tab in the ribbon, by default).
Alternatively, press the F12 key, which is assigned to Save As.
There are additional methods as well, but one of these should get you there.