It's probably some styles that Word is adding when you paste the content directly from Word.
There is a "Paste from Word" button in the WYSIWYG editor you can try, which goes some way to remove the unnecessary styles.
You can also try selecting the affected text and clicking the eraser button in the editor, which erases styles from the selection.
Finally, if all else fails, you can try pasting from word into Notepad, then cutting the plain text from there into the editor on the site. This can be a bit more annoying, but it at least guarantees no extra styles from Word are brought across...
Thanks
Joe