It can be shorter
Code:
Sub Comma()
Dim aRng As Range
Set aRng = ActiveDocument.Range
With aRng.Find
.ClearFormatting
.Text = "[0-9]{4,}"
.Wrap = wdFindStop
.MatchWildcards = True
Do While .Execute = True
If aRng.Text Like "20??" Then
aRng.HighlightColorIndex = wdBrightGreen
Else
aRng.Text = Format(aRng.Text, "#,##0")
End If
aRng.Collapse Direction:=wdCollapseEnd
Loop
End With
End Sub