I believe the only vector formats that Word supports are EPS and WMF/EMF. So instead of exporting to a raster format use one of these and your document should hopefully look (or at least print) fine.
Note that for best results you might have to increase the size of your vector image by 5x (perhaps even more) before exporting, so that fine detail looks better in Word. Also, different programs seem to generate EPS/EMF files of varying quality (sometimes not well-formed), so you'll probably need to experiment before you figure out (pun intended :) what works best for you.
Finally, I'd suggest looking into using a format like PDF (that has better support for vector graphics) instead of Word documents. If you must edit in Word for some reason, perhaps you can export to PDF once you're done and insert your vector images as the last step of your workflow.