AFAIK the issue is due to the fact you have sufficient data in some cells that Word's auto-resize function changes column widths to accommodate as much as it can without wrapping. If you paste using Paste Special>Excel Object, you should get something that more accurately reflects what you already have in Excel. Plus you get the ability to re-scale the pasted object and have the contents re-scale also without the basic formatting (eg line-wrapping, etc) change.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]