Please note that Adobe, in his full version, and some other PDF-readers too, have a comparable feature (insert post-its). This is far more irritating and time-consuming than proofreading on paper.
Several times PMs have specifically requested that I mark PDF files using those wretched post-it notes. The customers have never complained about the messy result, but it's not very much fun working with Acrobat's post-it-note feature.
An interesting task for some young, aspiring Windows programmer would be to create an application that converts Word's change-tracking data to proofreader's marks in the Word document and vice versa. Or has someone perhaps already done that?