I've never found a way of doing this. But does it HAVE to be Word? Is the idea that you want to email the report, or save it to a folder as a snapshot? Something like that?
You can install CutePDF (or something similar) free of charge and it allows you to "print" your report to a PDF file. If you have a newer version of Access you can also save it as an XPS file and I think that's pretty much Microsoft's version of PDF