You need to add a reference to the Microsoft Word Object Library (found under Project Settings -> References -> Add New Reference, then selecting the COM reference tab).
Doing this, in addition to your current Imports
statements, should take care of it.
Note that after adding the reference, while still in your references page of your project properties, you can scroll through the imported namespaces list and check the checkbox next to Microsoft.Office.Interop.Word
and not have to add the Imports
statements (although it's still a good idea to use them, for readability).
Also, as Paul mentioned in the comments above, you will need Word installed on the machine you are developing on and on any machine running your program (can't open Word if it isn't there!).
How to automate Word from Visual Basic .NET to create a new document