What's the difference between these two sentences?

Hi, everyone:

May I ask what's the difference between these two sentences? They are like this:

My husband works in this office building.

My husband works at this office building.

There are more cases like those:

My husband works in a big insurance company.

My husband works at a big insurance company.

My husband works in a private high school.

My husband works at a private high school.

I really want to know what's the difference between those sentences using at or in? Please give me a hand and I'll appreciate it.[D]