Converting Microsoft Word files with videos, into pdf---videos don't convert

We have an application where we create customer reports in Microsoft Word 2010.  We often embed video files in these documents.

After creating the report, we convert it to .pdf.  However when we do the conversion, the video files don't come over.

Is there a way to get the videos to come over into the pdf?  A third-party program, perhaps?  Thanks for any advice!