Works for me: 学校
You just need to copy the text into the Word and select MS Gothic font or MS Mincho font. Of course if you are copying from the Website, you must not close the browser until the Pasting is complete (otherwise it will come out as rubbish).
Of course it is a different question if you are talking about file names. This tends to be solved with the so called translated-Windows version. So if you instal Win7-eng, you need to also install the Japan language add-on and file names should should also be covered. Same with other programs: they need to have support for these special simbols (ie: be translated and adopted accordingly).