Problem opening embedded docs in Word 2011

I recently upgraded my business workstation to a Mac. For docs I am using Microsoft Word 2011. I received a doc from a colleague (PC) who embedded docs in the the document. In this particular case they were pdfs. These were embedded as objects. In the past all I needed to do was double click and the object opened as the document. Now that I am on a Mac, when I try to open the pdf opject, I get the following message: 'Word cannot locate the server application for ArchExch.Document.7 objects.' How do I acess these embedded documents? Many of my clients use a PC. I'd rather not have to buy a PC Word and open via parallels. It will get very complicated.