Open Html using Word

[Buddy]

I have one HTML page which has Link to the Image from a Website, I can open
this HTML page with MS Word and saving it as a MS Word Document. But when i
open this word document, with no internet connection the image just shows a
link to the Website and not the image.

Is there any way to save the image in Word Document when i opened and saved
HTML using word. Can i convert this whole HTML into Word so all the Contents
are stored in Word Document.

Thanks for your help.