Sub TestMacro()
  Dim shp As Shape, aRng As Range
  For Each shp In ActiveDocument.Sections(1).Headers(wdHeaderFooterPrimary).Shapes
    If shp.Type = msoTextBox Then
        Set aRng = shp.TextFrame.TextRange
        aRng.MoveStart Unit:=wdCharacter, Count:=1
        aRng.Font.Subscript = True
    End If
  Next
End Sub