First a caveat: I posted this question here on SuperUser, but it is clearly the wrong place to ask R questions. I recognize that it is not directly a programming question,
Your only option is to use high resolution raster graphics. Once you're over 300 dpi it will be completely indistinguishable from vector printed; it will just make larger files.. Your copy and paste method is coming in at 72 dpi and will look terrible. If you import from a file you can get the resolution in the file and things will be much better. Fortunately Office 2007 is supposed to handle png images, which have the best compression for typical graphs. Let's say you wanted the image 4" wide and 6" high...
png('printsGreat.png', width = 4, height = 6, units = 'in', res = 300)
plot(c(1:100), c(1:100), pch=20)
dev.off()
Also, Office 2007 is supposed to be able to handle EPS files and R postscript files are by default EPS compatible when you print one page.
postscript("printsPerfectly.eps", width = 4, height = 6, horizontal = FALSE, onefile = FALSE)
plot(c(1:100), c(1:100), pch=20)
dev.off()
But if you don't have luck with them go back to the high resolution image.