I prefer to load this type of information to a table so it can be sorted and formatted more easily. Try this variation on the code.
Code:
Sub InsertAllFontSamples()
'Inserts samples of all installed fonts into the current file
Dim strFont As Variant, sText As String, oTbl As Table, aRng As Range, oRow As Row
sText = "The quick brown fox jumped over the lazy dog. 12345 67890"
Application.ScreenUpdating = False
Set aRng = Selection.Range
Set oTbl = ActiveDocument.Tables.Add(Range:=aRng, numrows:=1, numcolumns:=2)
oTbl.cell(1, 1).Range.Text = "Font"
oTbl.cell(1, 2).Range.Text = "Sample"
oTbl.Range.Style = wdStyleNormal
oTbl.Columns(1).PreferredWidthType = wdPreferredWidthPercent
oTbl.Columns(1).PreferredWidth = 30
oTbl.Columns(2).PreferredWidth = 70
For Each strFont In Application.FontNames
Set oRow = oTbl.Rows.Add
oRow.Cells(1).Range.Text = strFont
oRow.Cells(2).Range.Text = sText
oRow.Cells(2).Range.Font.Name = strFont
Next strFont
oTbl.ApplyStyleHeadingRows = True
oTbl.SortAscending
Application.ScreenUpdating = True
MsgBox "Macro finished!"
End Sub