Microsoft Word 2010 “corrects” pinyin transliteration into English words, so the tone marks are lost. So “sòng” becomes “song”.
The only way I’ve found to do it is switch off the auto-correct for the spell check suggestions. This means it still auto-corrects most common incorrect spellings (“acommodate” auto-corrects to “accommodate”), while anything that isn’t in the “replace text” list that Word doesn’t recognize is just underscored in red.
To stop Word changing pinyin, go to:
file tab > options > proofing > auto-correct button > uncheck the box at the bottom that says “automatically use suggestions from the spelling checker”
In Chinese Word this is:
文件 > 选项 > 校对 > 自动更正选项（按钮）> 取消选中 “自动使用拼写检查器提供的建议”