How about
Code:
Sub Macro1()
Dim oPara As Paragraph
Dim oRng As Range
Dim vWord As Variant
Dim strNew As String
Dim i As Long
For Each oPara In ActiveDocument.Paragraphs
Set oRng = oPara.Range
oRng.End = oRng.End - 1
oRng.Text = Trim(oRng.Text)
vWord = Split(oRng.Text, Chr(32))
strNew = ""
For i = 0 To UBound(vWord)
strNew = strNew & Chr(39) & vWord(i) & Chr(39)
If i < UBound(vWord) Then
strNew = strNew & Chr(44) & Chr(32)
End If
Next i
strNew = "(" & strNew & "),"
oRng.Text = strNew
Next oPara
lbl_Exit:
Exit Sub
End Sub