Reference borders pasting into Word

Hi there, first post!

A user is having an issue I can't recreate. He has mocked up a table in an Excel worksheet (2003) but when copying and pasting the document into word the table is surrounded by the Excel reference borders (eg at the top of the table he sees A B C D E and to the left 1 2 3 4, etc, etc). It doesn't happen when pasting in as a microsoft object but does occur when pasting in the various picture formats.

Not sure what is happening to be honest and it may never happen again but would like to know what to try in any case! There doesn't appear to be anything obvious in settings and it's hard to say if it's an Excel issue or a Word issue.

No-one else has had this before? I still haven't found what's causing it.