Blacksheep - selecting a bit of text that does not have inline formatting on the page (i.e. what might appear
between HTML or Forum tags) and pasting into Word will just result in plain text, as there is no formatting information to copy. However, formatted content is a different matter.
From this thread, Ctrl-A to select all and then Ctrl-V to paste into Word.
On my systems (Office 2k on WinXP at home, Office XP at work), unless I'm using the new macro as detailed above, Word then tries to haul in every bit of HTML and graphic that it can find from the PPRuNe page and recreate it (badly) in a Word document. That's what bugs me.
If doing the above still only delivers plain text into your document I'd love to know how your system is configured!
Cheers, Polikarpov.