Hi,
The only way - as you guessed - is to export to RTF, open that in Word, and save from Word as .doc or .docx and then open that in Pages.
The reason, by the way, is this:
DOC and DOCX are incredibly complex formats, the former binary (ouch) and the latter a complicated XML format. Although MS make the formats available, it would take a single programmer such as myself a good year to write an importer/exporter for these formats. I thus rely on Apple’s built-in DOC and DOCX exporters, the same ones as are used by TextEdit and many other Mac apps. However, as Apple’s standard TextEdit text system doesn’t have support for footnotes or comments, neither do these importers/exporters (they have other problems too). And there is no way for me just hack in support for footnotes to the existing importers/exporters.
RTF is a much more open standard, as it is essentially plain text with markup. It is also fully supported by any version of Word and many other word processors, including Nisus Writer (which uses it as its default format) and Mellel. Scrivener can import and export RTF very well, incorporating footnotes, images, headers and footers and comments. However, Pages has really, really poor support for RTF. It is, in fact, the only major word processor without decent RTF support to the best of my knowledge.
The .pages format itself is a black box. Apple do not make the format available to third-party developers and have stated that it is never likely to become available; nor do they provide developers with any importers/exporters for the format. So only Apple can create programs that support the .pages format. (It was the same with AppleWorks - they provided developers with importers and exporters for Microsoft formats, but not for AppleWorks.)
By far the best solution would be for Apple to improve RTF support in Pages. If I was able to take Apple’s standard RTF importers and exporters and add support for footnotes, images etc to them, then the Pages team should be able to do it in a day or two. Seriously, it would be trivial for them so I have no idea why they have so far omitted to provide proper support for the format.
Please consider leaving Apple some feedback about this here, preferably asking them to improve their RTF import and export. Point out to them that you are probably going to have to use a different word processor because of this lack.
apple.com/feedback/pages.html
Without decent RTF support, Pages pretty much positions itself as a program good for exchanging documents with Word and not much else, which is a great shame.
I second the recommendation for Nisus - its fast, reliable and has great RTF support.
All the best,
Keith