Hi Niek,
It's true: TinyMCE (and any other editor for all I know) has trouble with Word copying. But I'm not sure whether this is your case (by the way: the editor has a special "Word paste" option for this). I'm not sure what you mean exactly, but most likely we'll be able to see what is happening by looking at the "before" html source and the "after" html source in the editor.
If you have such code example, show us and perhaps it gives a better indication of what is happening.
Cheers,
Xander.