I don't know, and this is not the right place to ask (you really need a
group that deals with Lotus Notes and you're not likely to find one among
the Microsoft Discusion groups) , but
does the same thing happen when you paste into another program such as
Notepad? If so, it is probably a deliberate Notes feature that lets you
"quote" parts of a message. In that case,  I would have a look at the
options for the Lotus Notes client to see if there are options that specify
what Notes should add to the beginning of a line when you copy.

Peter Jamieson