Originally Posted by sprocket
Is there a setting in word to prevent this? ... or is it a more sinister problem?
I don't know about the technical details, but there is one thing that you can easily do if you don't care about keeping the formatting.
If, instead of just "paste", you to to Edit -> Paste Special, there should be an option for Unformatted Text. Using that should strip out everything (bits of script embedded in the web page, would be my suspicion) that might need to hunt on the Internet, and just copy the plain text into your Word document - so it'll be fast. But, as I say, it'll strip out all the formatting as well, which may or may not be good for you.