Are you trying to this so that you can print it?
If you mean that the reserved words, comments etc. need to be colored then you will not be able to that (or if so, it is something that I have not come across).
I use two software products when I want to do this - either (a) EditPad Pro or (b) VBA Code Print.
EditPad Pro (impressive text editor): http://www.just-great-software.com/
VBA Code Print (print utility): http://www.ozgrid.com/Services/print-vba-code.htm
Keep in mind that the font pasted into Word will be the font on the Notepad++ document.
If another font is required (smaller for example), you have to change it first in Notepad++/Settings/Style Configurator and make sure it is applied. I had to check the "Global xxx" boxes.
Really nice! Very easy.
Still, one would think that Microsoft would have thought about this type of request and needs. A special "Style" built-in that would automatically reproduce the VBA font/color would have been really good and surely a piece of cake to develop and implement in a MS developer genius brain!
3+ years later, but here's my approach. The dinosaur in me sometimes still likes to work with pencil and ink on code printouts.
Copy the VBA, paste into a new file in Notepad++ aka NPP.
Change the language to VB (Alt-L for Language menu > V).
Use the NppExport plugin (part of the standard NPP install) to copy the RTF to the clipboard. Alt-P for Plugins menu, then arrow up or down to select NppExport, right arrow to choices, up or down arrow to Copy RTF to Clipboard.
Switch to Word, open a new file (I've made my own Word template that's got some formatting plus a small Word VBA procedure that selects everything and applies the font and size I want, Consolas 8pt), and paste.
I'd like to automate the NPP piece, but as it is, it takes just a few seconds per module, less time than it takes to retrieve the printout from the printer.