How do I import my reference made with microsoft word

I used the references facilities in MSWord for citation and creating list of references whenever I wrote my papers. Now I am starting to use mendeley. I have already installed the mendeley plugin in my MSWord as well. But I really cannot find clues on how to import my references previously made with MSWord. I obviously do not want to do it manually all over again because I have been writing and using this reference facilities since 2010, so you can imagine how many references already stored in that. I believe MSWord bibliography is stored in an .xml file. can you help me on this? Thank you.