For some reason not known to us, Microsoft did not allow one to paste phone numbers into the dialler. This has been such a problem that there has even been apps developed to allow one to copy a phone number from a web page or IM for example and paste it into an app, which would then dial the number.
Like with so many things, Microsoft finally fixed the issue in Windows Phone 8. Developer Stefano Lazzarato noticed this improvement in the latest update of the Windows 8 emulator. Hopefully many other such small annoyances will disappear with the new OS.