Is that anybody know that how to convert the excel file in to word
file ? I have type a lot of thing in Excel,I do not wish to retype
again to word, is that any solution ?

I have try to copy and paste, but the excel's gridlines will show in
word, or is tat any solution to delete the gridline which show in word
(when copy the thing from excel)

After pasting, the information is a table in Word.

To make the grid lines appear or disappear, select the table and use
Table Show Gridlines
Table Hide Gridlines

The Table menu has lots of ways to control the appearance.

(I have Office 2003.)