If text copied from Ultra-Edit is formatted incorrectly, it may be sending the data to the clipboard as Unix format. That's not good. Windows programs all expect a Carriage-Return + LineFeed at the end of each line. Unix only uses the Carriage-Return. So you can have it both ways. If you are working with a Unix file, you can have it save it back out as Unix, but treat the clipboard as DOS/Windows. Here's a tip from their forum:
Activate also Save file as input format (UNIX/MAC/DOS) in the general configuration dialog. With the active auto-conversation feature now UE detects Unix files, convert it to DOS (carriage return 0x0D + linefeed 0x0A), but only for editing and save the Unix files in Unix format (only linefeed). The MAC format is only carriage return.