I also had such similar problem when copy-and-paste the chinese words from IE. But it is OK in Netscape. I don't know how to solve it directly. But there's one slow way to solve it. In IE page, use mouse right button to bring up a menu, select 'View Source' and it will display the HTML source code in the editor (normally it is Notepad). Then copy-and-paste the chinese word to anywhere you want.
Some of you may notice there's small speaker icon along with word in the results. It will link you to Bell-Labs Text-To-Speech sound database.
Since bell-labs pull out Text to Speech (TTS) from their web, we can't link it any more.
It means you didn't configure right plugins in your web browser (IE, Netscape).
Check Netscape Plugins site for Netscape users.
Check Additional help for UNIX users.