One possibility is to save the document in Word 2010 compatibility mode then the option works e.g.
Code:
With ActiveDocument
With Dialogs(wdDialogFileSaveAs)
.Show
End With
If Not .Path = "" Then
ActiveDocument.SaveAs2 FileName:=ActiveDocument.FullName, CompatibilityMode:=14
.Compatibility(wdSplitPgBreakAndParaMark) = True
End If
End With
You will not however be able to take advantage of features that arrived after Word 2010.