Check the “Author Name” setting* of your output style (either the Bibliography or Citations section, depending upon what needs changing).
Also note that changes to the output style will be saved to a new output style file (with the word “Copy” added to the name) so you’ll need to adjust both EndNote and MS Word to use the new output style file.
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* Go to the EndNote toolbar, select Edit > Output Styles > Edit [name of the style you’re using]