I know there's a way to do it. I've done it before myself but can't remember how. It had something to do with "track changes" but I think it was more than that. You should be able to insert comments into the original like cartoon bubbles.
http://office.microsoft.com/en-us/word-help/insert-or-delete-a-comment-HA001219010.aspx Or if you wanted to make it easy, you'd download and install Open Office, go to "insert" and click "comment".
By "document critique comments" do you mean cut and paste members' input from the Workshop and insert it as comments into your typescript? WordPerfect, which I use, has a Comment balloon feature, and I see from the link above that MS Word does, too. But hey, this is something I hadn't thought of before. People have taken the time to give me detailed critiques on my submissions, and though I may think I've addressed all the valid issues, it's easy to forget and let some things slide. But if I had the critiques accessible right there in my MS, I'd be able to refer to them without having to return to the WF site. Thanks, @GingerCoffee, this is a great idea.