On Win7 x64, copy PDF file; in Word 2010 v14.0.6123.5001, try to paste special as icon into docx document, get error:
The program used to create this object is Package. That program is either not installed on your computer or it is not responding. To edit this object, install Package or ensure that any dialog boxes in Package are closed.
Spent a bit of time searching on the error message and figuring this out; documenting it in case someone else gets the same error.