Word cannot print just 'selected' columns. If there are columns you don't want to print you'll need to either delete them or format their contents, borders, etc. as hidden. If you're sometimes getting tables with columns and sometimes not, that may be a reflection of differences in the copy/paste approach you've used, how much you've copied & pasted in one go or a change in the way the data layouts are handled on the website.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]