Copy from a web site causes text into which it is pasted to turn blue and underlined once enter key is used

A few times now I have copied text from a web site (the latest was a Quotation site, thinkexist.com), pasted it into my own document and then as soon as I hit the enter button, the whole para turns blue and underlined and the normal font colour change and underline buttons won't work to return the text to black and un-underline it. It seems to 'infect' the who para so that it wants to take you back to website (I think if you right click on the blue/underlined text it gives you the web address). Any solutions please?