Are the acronyms entered as typed uppercase or are they made all caps by applying the All Caps attribute? Waht you describe is what I see when the text is entered as uppercase.
You can find the OpenType Small Caps in the Find/Change formatting dialogs under the Case dropdown in Basic Character Formats.
Did you type it as PDF or pdf?
Your acronym has to be typed in lowercase if you want to use standard smallcaps, so: 'pdf' wil work, 'PDF' will remain capitals. OpenType smallcaps witin a so called Pro font with added smallcaps can also change capitals...
Thanks, guys. Yes, I'm an idiot. It's still very early here and I haven't had my coffee. Yes, my original type was in caps, so, of course, it won't go to small caps.