Hi! I have exactly the same problem. For example, if I select and copy that web:
http://i51.tinypic.com/1vfp0.jpg
And I copy into Word 2007, the result is this:
http://i55.tinypic.com/axkyf8.jpg
The text is correct, but the pictures are the first one repeated. It happens with any kind of web, with Firefox and Explorer.
Any idea?