Answer: Delete the highlighted space when double clicking a word

It's very simple, just miss the SetRange and Select method:

Sub AddParens()
    Selection.InsertBefore "("
    Selection.InsertAfter ")"
End Sub
Sub SelectWordAndRemoveTrailingSpace()
    Dim objWordSelected As Range
    Selection.Words(1).Select
    'Initialization
    Set objWordSelected = Selection.Range
    If objWordSelected.Characters.Last = Chr(32) Then
        objWordSelected.End = objWordSelected.End - 1
        objWordSelected.SetRange objWordSelected.Start, objWordSelected.End
        objWordSelected.Select
    End If
    objWordSelected.Copy
End Sub
rem