I'm not on my PC which has Office XP at the moment, so from memory you have to click a border, then goto Format, Borders and Shading, (or similar), and select the option not to show borders, or it maybe a blank line for the borders.

I think you can do it for all the border in the table at one go, but again, its a long time since I did it.

In the document on the screen you will see see faint borders, but in Print Preview and when printed the borders disappear.

Mark