Paste From Word Does Not Retain Formatting

I am trying to paste content from MS Word, and when I do, all of the formatting is removed. This used to work in FCKeditor, but it seems to be broken now. I even tried from the CKeditor demo page, and the same problem happens. I am on a Mac, and this happens when I use Firefox and Safari. Has anyone else experienced issues like this? I am uploading some screen shots. See Attachment!