Libreoffice 3.6.1.2 on ubuntu 12.10
Although it is a very bad idea, you can do that in the options : menu Tools > Options > Load/Save > General
It is a bad idea because doing that, you force LO to make import / export to a foreign format each time you load and save your documents.
A better method, IMHO, is to always use OpenDocument format (ODF) to save your document and choose an export format when your doc is finished, if you need to send this doc to another people. If this person does not have an ODF editor, you can send it in PDF if he does not need to modify the document, and in .doc if he need to modify it.
You can also suggest him to install LibreOffice, it is free.
Thank you so much! It worked. 
I’ve been using this feature for a few days and haven’t faced any issues.
Although it is a very bad idea, you can do that in the options : menu Tools > Options > Load/Save > General
This options are empty
screenshot