OK, lets see if we can figure this out with a little procedure....

Follow McMurdo's instructions above until you have copied the link into the clipboard (the command of Cntl-C"

Go to start -> Run and enter the command clipbrd in the space provided.

This will open the clipboard viewer. Is there anything on the clipboard at all?

If not, then the problem is with the copy command. If so, then the problem is with the paste command...