Вот только без гону, плиз. Либо галочка на Show Import Options, либо двойной щелчок на загружаемом файле при нажатой клавише Shift.
Цитата из хелпа:
When you place a Word document, the styles from the document can be imported into the Paragraph Styles palette. Note the following:
Disk icons appear next to imported Word styles.
If you don't want imported styles to appear in the paragraph styles palette, select Remove Text and Table Formatting in the Microsoft Word Import Options dialog box. (See Working with text import filters.)
When you paste text that you copied from a Word document, styles are imported only if the Preserve Text Attributes When Pasting option is selected in General preferences.
If the Paragraph Styles palette includes a style name with the same name as the Word style, the style is not imported. In fact, any text in the Word document formatted with the shared style name takes on the formatting of the InDesign style with the same name.
By using the same style names in the Word document and InDesign document, you can integrate imported text without having to reformat it.