See
http://word.mvps.org/FAQs/DrwGrphcs/InvisibleGraphics.htm. But note also
that when you paste a picture from a Web site, you are pasting only a link
to its location on the Internet. If you want to make sure the picture is
embedded in your document, immediately select it and press Ctrl+Shift+F9 to
unlink it. A better approach, however, is to right-click on the picture on
the Web page and choose Save Picture As. Save it to your My Pictures folder
(or other suitable location), and use Insert | Picture | From File to put it
in your document. You will then have the picture file available for multiple
uses, or to reinsert in your document if anything goes wrong.