Sorry Jake, I was getting my Find objects confused.
This is tricky to do with Word's Find object (esp. with an array of search text).
A more intuative approach might be to iterate throuogh the Words collection of each paragraph and test each one against the array.
I'm posting in VBA here so other interested parties can use it - I'm sure you'll get the idea...

A couple of points worth noting:
With the Word Object Model, items from collections (like 'Paragraph', 'Word' and 'Character') return a range object
The Trim function used below returns the string minus any leading/trailing spaces[VBA]Sub FindFromArray()

Dim myDoc As Document
Dim myRange As Range
Dim myArray(1 To 3) As String
Dim i As Integer, a As Integer
Dim w As Range
Dim strText As String

Set myDoc = ActiveDocument
myArray(1) = "Red"
myArray(2) = "Green"
myArray(3) = "Blue"

For i = 1 To myDoc.Paragraphs.Count
Set myRange = myDoc.Paragraphs(i).Range
For Each w In myRange.Words
For a = 1 To 3
If Trim(w.Text) = myArray(a) Then
strText = strText & myArray(a) & " found in paragraph " & i & Chr(13)
End If
Next
Next
Next
MsgBox strText

End Sub[/VBA]