There's a couple of different issues here.

First, has Illustrator been calibrated to your printer? If so, Word, not being a graphics app is unlikely to display the same colours the same way.

Second, What colour space is Illustrator configured for (IIRC Word approximates sRGB)? Even then, Word only works with an 8-bit RGB colour depth - CMYK gets converted to 8-bit RGB.

Third, even if Illustrator has not been calibrated to your printer, Illustrator's programmers might have opted for a different on-screen representation of the colours than Microsoft did for Word. If you insert an autoshape into Word and set its colours to 51:102:153, you should be able to compare that directly with Illustrator on screen.

Fourth, EPS graphics typically include a relatively low-res preview version of the image for display in apps like Word (IIRC jpg format). If the printer the image gets printed on is not postscript-capable, it's the preview image that gets printed. Given what happens with jpg compression, I wouldn't be at all surprised if some colours get munged.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]