How often have you tried to follow a tutorial, here, or elsewhere, but can't find a file that's mentioned in the tutorial?
This may be the reason:
By default, Windows hides file name extensions.
In that case, your MS Word documents will be named simply "MyFile"... rather than "MyFile.doc".
And, as reader Spencer Schankel discovered, you won't be able to find the file named "MyFile.PRC", which the tutorial tells you should be in the folder named "My Publications" after you have built your Kindle format ebook.
To find how to fix this problem on your system, search the Web for "Show or hide file name extensions".
You will be looking for something similar to this:
Start | Control Panel | Folder Options | View
On the View tab, is a window titled Advanced Settings.
In the Advanced Settings window under View, scroll down to find:
Hide extensions for known file types.
If the little box at the beginning of that line is checked (or "ticked" as some describe it), that may be why you can't find certain file names.
Click to un-check the box, then click OK at the bottom, and back out.
Now, when you are told to look for a file named *.PRC, there it will be in your "My Publications" folder.
Thanks to Spencer Schankel, author of Paper Cuts, for bringing this problem to light.