As far as I know the only way you can do this at present is to export the
data as a .csv file (and you may need to name it as a .txt file) and hope
that Word will read the file correctly.

I have mentioned this problem to MS people (more than once) but haven't
submitted a formal incident so hope that someone will do something about it
anyway. The trouble is that at the moment I suspect it will take a
considerable change to the ACE driver/provider (which is what would normally
get the data) to do it.

Peter Jamieosn