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,
My preferred solution is to use the windows metafile device for plotting, e.g.:
win.metafile("mygraph.wmf") print(gg1) dev.off()
This produces a *.wmf file that can be copy-pasted into the word file.