Print your key assignments. Go to the Print dialog box and drop down the arrow next to Print What, then select Key Assignments. You should see all of the commands and macros you've assigned shortcuts to.
If your original key assignments were stored in the NewMacros module in 2003, Word 2007 doesn't see them to include them in the VBE dialog or when you go the Customize/Keyboard and select Macros there. However, they actually do transfer to 2007. This is just one of a long list of things that I don't like about 2007 when upgrading from an earlier version.