How can I automatically convert all comments in a word 2010 document to footnotes?

AFAIK there's no build-in functionality, but it's an easy task for a VBA macro (which i've found here):

    Sub comment2footnote()
      Application.ScreenUpdating = False
      Dim oDoc As Document, oComment As Comment
      Set oDoc = ActiveDocument
      For Each oComment In ActiveDocument.Comments
          oDoc.Footnotes.Add Range:=oComment.Scope, Text:=oComment.Range.Text
          oComment.Delete
      Next
      Application.ScreenUpdating = True
    End Sub

This will insert footnotes for each comment, copying the comment's text and removing the comment afterwards.