This isn't a problem with copying and pasting. It has more to do with where he's trying to paste the link. The place he's pasting it has to recognize that it's a link and automatically convert it. Otherwise it will show up only as text. He's trying to paste it in Yahoo within Google Chrome. Pasting the link using Internet Explorer does convert it.
The chatroom says to try dragging the link over instead of copying and pasting it, and then it should turn into a hyperlink automatically.