Embedding a Word document (OLE) and exporting the report to Word

I'm using SAP CR for Visual Studio (2010).

I need to embed a Word document using OLE into my report (displayed as icon).

The end users, however, need this report in a MS Word format, and need to have the embedded document in the exported Word file (displayed as icon and whenever they double click it the file must open).

This works when the report is in the CR viewer. However, when the report is exported from CR to Word format, the embedded document turns into an image.

Is it possible to export to Word and keep in the resulting document the embedded document as OLE?

Luis