I can not see any html tag when I alerted the value. I set the clipboard by Ctl-C. If I pasted the content to a world document, I can see the formated data.
I understand window.clipboardData.getData("Text") can only get pure text, but not sure if it's correct.
In the example:
http://msdn2.microsoft.com/en-us/library/ms535220.aspx I see it only set the clipboard with innerText -- window.clipboardData.setData("Text",oSource.innerText);
it's not a html format.