You can save your Final Draft file as an RTF file, then open it in the other program.
FD12 / 11: Go to File > Export Document (Windows) or > Export Script (Mac);
FD10 / 9: Go to File > Export;
Under Save As Type (Windows)…
...or File Format (Mac)…
...select Rich Text Format (RTF) and click Save.
This will save a .rtf version of your script that can be opened in Microsoft Word or any word processing program that recognizes RTF files.
NOTE: While this will retain the script formatting, some other features such as scene numbers, headers, and A pages will not translate.
If you don't need to edit the script in another program, if you only want to be able to read it, the free Final Draft Trial will open a version of the script that's non-editable. Also, Final Draft can export a script as a PDF file that can be opened in any PDF viewer.