With the help from my Microsoft Expert friend Graham, now my document settings are updated to accept both left to right and right to left. I am sharing it here so that it may help someone who is frustrated and searching to solve the mystery of why the comments are working right to left when everything else works left to right.
I am on a Windows 7 and MS Word 2010
Control panel > Region and Language > Change keyboards ...
General tab > Add the keyboard (I added Arabic Egypt Keyboards United Kingdom, US English Table for IBM Arabic 238_L)
Now I can see a tool bar button to have left to right languages and right to left languages.
|MS Word tool bar|
|Right to left language setting in MS Word Comments|
|Left-to Right setting|
|Left to right setting in MS Word Comments|