Copy and paste from web page into word 2010 document loses all paragraph formatting

In word 2003 when I used to copy and paste from web pages, all the paragraph formatting would be preserved.  I'm particularly thinking of quoted paragraphs which are indented, but also bold and italics.  In Word 2010, the quoted paragraphs are never indented, even when I choose "keep source formatting".  Hyperlinks are preserved, and spaces between paragraphs, but italics, bolds and underlines are hit and miss - sometimes they are preserved, sometimes not, even within the same document.  I'm wasting an enormous amount of tim re-indenting quotes into my documents... How do I preserve the original structure?

When I choose "merge formatting" it preserves italics and bold, but not indented paragraphs. 


for example if the original web page looks like this:

BLA BLA BLA

Dum de dum dum dum:

         Snipetysnappetysnippety snap

when I paste it into word 2010 (using "keep source formatting"), it looks like this:

BLA BLA BLA

Dum de dum dum dum:

Snipetysnappetysnippety snap

and if i choose "merge formatting" it gives me this:


BLA BLA BLA
Dum de dum dum dum:
Snipetysnappetysnippety snap

How do I fix this?  Why did it used to work properly in 2003 but not 2010?

Thanks