Amazon's continued improvement regime has recently added an automatic NCX [or whatever it is called] Table of Contents when rendering Word files to Kindle.
What this means is that, as well as a "clickable" TOC, those little buttons on your Kindle device [actual buttons or on screen] NOW provide the convenience of advancing from chapter to chapter.
In fact it is even better as if you start on a Level 2 Heading it will advance via Level 2 Headings.
But caution, this does NOT work if you do the normal save as html and zip for upload to Amazon.
However unless you want to include images "properly" there is no longer any need at all to do the html/zip step, but simply upload the Word file [and for some reason the font is way better].
So that is the latest improvement in the Amazon system as we surely head on to the Cloud Amazon and wave Word good-bye.