Problem:
Losing Formats of TSQL Scripts from SSMS to MS Word
Solution:
Close Google Chrome and Skype. See below
Reference:
http://answers.microsoft.com/en-us/office/forum/office_2010-word/losing-formatting-when-i-copy-and-paste-from-one/7e1b2101-e431-4b29-aa58-15d5161cbd69?msgId=f3085111-23af-4ed7-b822-0688a97b6f18