Re. your comment. That shouldn't happen. Is the version of Times New Roman that you are using a Postscript font? You might be using an old TrueType font that came with Word, or a newer TrueType font that is rendered as an Open Type font. Make sure you only have ONE version (preferably an Open Type version) of Times New Roman open and active on your machine and try the conversion again. If you can't manage that, or it still doesn't work correctly, try another oldstyle typeface such as Baskerville Old Face, Garamond, or Goudy--all three of those come with Word, so you should have them. That said, Word is not a page layout program, and it sometimes renders PDFs erratically. (I've had to use Word from time to time to layout a book, and I've found lines slipping from one page to the next, or sometimes a line at the top or bottom of a page goes missing.) So be sure to check your results carefully.
You can open your PDF file and look for the file name (with extension) in file name field (in the upper right of the File tab). P.S. If you find any problem about this, you can let us know via comment. The add-on for MS Word does not work with Microsoft Excel 2007 or earlier because MS Excel uses a special format called RTF.