Ian, I'm confused, too. I just don't know what rhythmguy is trying to accomplish, either. Word is not the tool I would pick to create PDFs but it is possible to do that. But once the pdf is created, he is using the finder function from inside Windows (I think) to then rename the file, and I'm not sure the Finder-through-Word has the same functions as the native Finder does. Hence my questions.
I have found that sometimes when MS products open "Finder" that what you get is a partially functioning finder-like window. I haven't been able to determine when and how that finder-esque application appears, so I cannot tell rhythmguy how to avoid it. But I don't use that Word-finder window to do anything other than locate a file or locate where to put a file. No file manipulations there at all, I just don't trust it to work properly through Word. And when I change a filename through Finder, the extent is usually left off the edit area and I have to select it specifically to be able to change it. Given the steps to do that, it's just easier for me to use Get Info to change names.
All that said, it should be possible to figure out what's going on. One thing I have noted in Word is that if I change file types at saving the file, sometimes I end up with "filename.doc.pdf" type names. I still think that may be what's going on, but it's hard to diagnose remotely.