Knowledge Is the First Step
As a general rule, the data itself is easy to integrate across applications. Most open source applications will export data in standard file formats, including such Windows standards as Rich Text Format (.rtf) and Excel. The problem comes with the fancy stuff—especially elaborate formatting, included files, and macros.
Although a lot of complex data will translate easily, not everything will. For example, book manuscripts in Word, complete with indexes and tables of contents, generally translate almost perfectly into OpenOffice.org Writer. This ease can lull you into a false sense of security.
One of the enormous benefits of Windows is that it has brought a very high degree of standardization to application data formats. But open source applications are much less likely to do things in the "Windows way." As a first approximation, you should assume that you’re going to have to do some conversion work.
Thankfully, open source applications are just that—open. Their data formats and command sets are openly published, widely available, and (usually) well-defined.
The best policy is to assume that you can’t integrate seamlessly, and then try it anyway. Most of the time, you’ll be pleasantly surprised at how little you have to do (perhaps nothing at all). But, by assuming that the conversion will be complicated, you’ll have allowed time in your schedule to handle the cases where you do have to do something.