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Consider the following scenario:
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In an Excel Worksheet, in the Sheet Optionssection of the Page Layout tab of the ribbon, you clear the Print box option under Gridlines.
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You copy a part of that worksheet to your clipboard.
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You paste that content into Word or PowerPoint as an Excel Worksheet Object, by using the “Paste Special” option.
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You may have selected either the “Paste” or “Paste link” option in the “Paste Special” dialog box.
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You save and close the document or presentation.
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You reopen the document or presentation.
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When you print the document or presentation the gridlines are printed.
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You may also see the gridlines are visible in the print preview.
Resolution
Turn off the Gridlines before you Copy and Paste the cells into a Word document or PowerPoint slide.
Note: You can also do this within the object you pasted into Word or PowerPoint.
Excel 2007 and 2010
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Go to the View tab and select the Show or Show/Hide group.
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Clear the Gridlines check box.
Excel 2003
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Select Tools > Options and click the View tab.
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Under Window options, clear the Gridlines check box.
For more information about how to work with gridlines in Excel, please review these version specific articles:
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Excel 2010 - Print Gridlines in an Excel Worksheet
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Excel 2007 - Print Gridlines in an Excel Worksheet
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Excel 2003 - Printing Options in Excel
For more information about how to link and embed Excel objects in Word or PowerPoint, please review these useful articles:
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Excel 2007 - Create, change, or delete an OLE object
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Excel 2003 - Troubleshoot linked objects and embedded objects