If your Excel data represent a table in their own right, simply select the range there then, in Word, use Paste Special with the 'paste link' option and whichever paste format (e.g. table or Excel object) you prefer. Otherwise, if you want to link only certain table cells or the Excel range is not contiguous, do the same on a cell-by-cell basis (you'll probably want to paste the data as text rather than as a table or Excel object, though).

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]