If someone comes to Islam must be change his name? For example, if his name is Philip does he have to change it to an Arabic-type name?

Praise be to Allah, the Lord of the World; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

It is not obligatory for a new Muslim to change his name. At the time of the Prophet (Sallallahu Alaihi wa Sallam) and al-Salaf (the trustworthy ancestors), people used to embrace Islam and were not asked to change their names except some names that showed contradiction with the Islamic creed or bore the motto of disbelief.
In the same vein, Shari'a bans some names and the Prophet (Sallallahu Alaihi wa Sallam) changed some other names that showed contradiction with Islam or had a dispraised meaning. Here are some examples:
1) A name that has the meaning of one's being a slave to another: 'Abd al-Rasul (the slave of the Messenger) and 'Abd al-Nabi (the slave of the Prophet).
2) A name that has one of the Divine attributes of Allah or His Names: al-Raheem (The Merciful), al-'Aleem (The Knower).
3) A name with a dispraised meaning: Jamra (firebrand), Harb (war) …
4) A name that has no meaning or shows coquetry and bad behavior.
5) A name that has self-praise: Barra. The Prophet (Sallallahu Alaihi wa Sallam) changed this name to Zainab, as recorded by al-Bukhari and Muslim .
The Prophet (Sallallahu Alaihi wa Sallam) said: "The worst names in the sight of Allah: a man whose name is the king of kings" .
Here are some good names: 'Abdullah, Abdul Rahman, Muhammad, Ahmad, al-Harith, Humam and names of all Prophets and righteous people.
Allah knows best.