A family of Microsoft word processing software products for creating web, email, and print documents.
Here is a partial, very ad hoc solution:
* Paste the figure to PowerPoint
* Right-click the figure
* Click 'edit picture'
* When asked "Convert to Microsoft Office drawing object?", click yes
For some figures, this solved the problem for me. For others, it caused my PowerPoint to crash, so this is definitely not the long-term way to go... but let us know how this works for you.
Using external software does not help if somebody else will compile your MS Word file into a pdf (e.g. a publisher), which was the problem in my case.