A family of Microsoft word processing software products for creating web, email, and print documents.
The dw20.exe program is an error-reporting program. It is not necessary, and you can disable it. Follow the steps at http://www.ehow.com/how_5166791_remove-dwexe.html.
However, the reason the dw20 message appears is that some other error is occurring while you're trying to copy and paste from IE to Word. That error may cause a different message, or it may crash IE or Word or both.