I've found this code from microsoft.com. But it doesn't fit my needs
quite well.
I need it modified as macro finds active sheet and active cells from
each sheet.
This code copies from fixed location.

And I believe this code used if statement to check the system is PC or
MAC, but I will run this only on PC...need to get rid of that "if"
statement.

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Sub PasteTableToWord()
Dim obj As Word.Application

Worksheets("sheet1").Activate 'Activate the worksheet
'Select the range of cells to copy
Worksheets("sheet1").Range("a1:c10").Copy

Set obj = CreateObject("Word.Application.9") 'Create a word object
obj.Visible = True 'Make Word visible
Set newDoc = obj.Documents.Add 'Create a new file.

'Determine if Microsoft Excel is running on the Macintosh or
Windows.
If (Application.OperatingSystem Like "*Mac*") Then
AppActivate "Microsoft word"
obj.Selection.PasteSpecial 'Paste data into Word

Else 'If Windows NT/95/3.x - paste data into Word
obj.Selection.PasteSpecial
End If
'Format table
obj.Selection.Tables(1).AutoFormat Format:=wdTableFormatGrid1
newDoc.SaveAs Filename:="C:\TestDoc.doc" 'Save the file
obj.Quit 'Quit Word
Set obj = Nothing 'Release object
End Sub