well, you can’t. hmm. If word doesn’t want to talk to you about .eps, then it’s not going to display a preview. I vaguely recall something like thumbnails embedded in .eps documents, but whether word knows about this is anyone’s guess.
You could, if you were insanely desperate, rasterise the .eps and just include a bitmap in its place.
A better alternative (since .DOC files aren’t porable, they are editable, contain revisions and stupid information like author details and last edit date and total editing time, and in general SUCK) would be to print the word document to a file and send along the postscript, or even use adobe distiller and make a PDF or something. PS and PDF are, IMHO, infintely superior to .DOC files. (For several reasons: for a start being the unix guy that I am, i have ghostview and not word.)