Were you expecting ancient Persian numbers?
The problem is with MS Word, and how you are entering the characters. When you type into word, using your keyboard even with your language set to Farsi, the numbers are being entered as ASCII. If using word, you will need to insert numbers by typing Alt+XXXX where XXXX is UTF-8 code of the number character.
THIS WILL ALLOW true Farsi numerals:
صف, يکد,و
You can find info on how to type them on various systems on http://www.fileformat.info/info/unicode/char/06f0/index.htm up to http://www.fileformat.info/info/unicode/char/06f9/index.htm