Paragon-NTFS only let me save files into NTFS Drive from Finder Application
That error is not related to MS Office. It is a filesystem error related to writing to the NTFS disk. I'm guessing that the version of Paragon NTFS you have isn't compatible with Lion. Looking at Paragon's forum for Paragon they have v9.0 which should work better.

You can also check out the OSXFUSE project which provides similar support for writing to NTFS.