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The reason why this happens is because MS Word has its own proprietary formatting which can actually cause many problems within your Sitebuilder such as formatting problems, publishing, viewing correctly, and even breaking your site!
What I suggest you do is copy the text and paste into Notepad (this strips away the inherent formatting). Then, on your blog's Text Editing Toolbar, click on the HTML button. Remove all the codes and text. Then, copy from Notepad and you can safely paste into your blog post. Use the Text Editing Toolbar to format your text as desired.
Please let me know if you have any trouble with this.