David,
You are out of luck. This feature was a 'bug' according to Microsoft and was
regressed in later versions. So that doesn't work anymore.

David, I too found this frustrating. However there is a small fix. Once you
have copied and pasted the slide into Word 2003, right click on the "picture"
and select Format Picture, click on the Picture Tab if it isn't already
selected. Under Image Control there is a drop down box for Color. It defaults
to automatic. You can choose between grayscale, black and white or washout.
IF the background color of the slide is darken than the letters, such as
medium blue back ground with yellow or white letters, the background will be
gray or black. If your presentation background is light and the letters
darker you can get the white box with black letters that PowerPoint will do
automatically when printing from PowerPoint. I wish I could find out a way to
make it automatically convert to white background and black letters into
Word, but so far it's a no go. Hope this helps.