This generally boils down to differences between Word's way of representing a document and HTML/CSS's approximations of such. One of the big areas they differ is indentation - SharePoint does its best to migrate the formatting but it doesn't always work.
There are a couple things you can do about this:
Use another tool to convert the document into HTML/CSS and paste the result into SharePoint. There's a lot of options out there for this, though I have to say I don't put much faith in conversion tools. One potential option: Word to Clean HTML
After pasting in the document, find the trouble spots and manually fix them. This is the 'brute force' approach and not much of an answer =)
Modify the CSS styles that SharePoint generates to try and fix the indentation. Very painful... I have done this before and will not be doing it again.
Write the HTML from scratch. This is what I prefer to do whenever possible - you avoid bringing over the massive 'cruft' that a Word document generates when converted to HTML and have a lot of control over the styling. The downside is that if you have a really long document, this is going to take a while.
I would recommend trying #1 and falling back to #4 if you can't find a good tool.