The web site made your puzzle, so all you have to do is make a similar table in your document. Open a new document in your word processor and insert a table with the same dimensions as the puzzle.
In MS Word: 罫線 > 挿入 > 表
In OpenOffice: Table > Insert > Table, or Ctrl+F12
There should also be an icon on the toolbar for creating tables.
Documents showing the steps outlined here are available in OpenOffice and MS Word formats here. These are the ones used for the pictures in these pages.