This works for me (Office 2000)
 
Option Explicit
Sub ExportFinalColumnToWord()
On Error GoTo errorHandler
Dim wdApp As Word.Application
Dim myDoc As Word.Document
Dim mywdRange As Word.Range
Dim MyColumnA As Excel.Range
Dim MyColumnB As Excel.Range
Dim MyColumnC As Excel.Range
Dim MyColumnD As Excel.Range
On Error Resume Next
Set wdApp = GetObject(, "Word.Application")
If Err.Number <> 0 Then
    Set wdApp = CreateObject("Word.Application")
End If
On Error GoTo 0
Set myDoc = wdApp.Documents.Add(Template:="M:\0000 General\Test.doc")
Set MyColumnA = Sheets("MySheet").Range("A1").End(xlDown)
Set MyColumnB = Sheets("MySheet").Range("B1").End(xlDown)
Set MyColumnC = Sheets("MySheet").Range("C1").End(xlDown)
Set MyColumnD = Sheets("MySheet").Range("D1").End(xlDown)
With myDoc.Bookmarks
    .Item("bmMyColumnA").Range.InsertAfter MyColumnA
    .Item("bmMyColumnB").Range.InsertAfter MyColumnB
    .Item("bmMyColumnC").Range.InsertAfter MyColumnC
    .Item("bmMyColumnD").Range.InsertAfter MyColumnD
End With
wdApp.Visible = True
Exit Sub
errorHandler:
wdApp.Quit
Set wdApp = Nothing
Set myDoc = Nothing
Set mywdRange = Nothing
End Sub