word courses - Copying large internet documents into word

This is probably more a question about internet explorer....

There is a very large document of 100s of pages on a website that I want to copy and paste into a word document.

I know on word you can press SHIFT+CTL+END to highlight an entire document but how do I do that on internet explorer. I know you can use the mouse to highlight the document which is fine for a couple of lines but not when text is equivalent to hundreds of pages!

Hope you can help!