This might be obvious, but are you copying the link to the clipboard instead
of the image? In my browser (Firefox) when I right click on an image I get
the option to "Copy Image" or "Copy Image Location" the 2nd one will only
copy the hyperlink and not the actual image. There is a similar choice in
Internet Explorer, but the wording is different.
You can check if this is a a Word problem by seeing if you can copy the
image successfully into another program (like MS Paint).
Also, would be helpful to know which version of Word you are using.
