EDIT
This issue seems to be relevant to all images when using the Word exporter, and all versions of Confluence since the mentioned affected Versions, including OnDemand. Raised priority to Major
EDIT

Icons such as the 'tick' icon in the Tip macro are broken in a Word export.

Steps to reproduce:

1. Add a new page.
2. Insert a tip using the Tip Macro.
3. Save the page. Notice the green 'tick' icon in the tip's header.
4. Go to "Tools" -> "Export to Word" and open the resulting *.doc file in Word (Windows or Mac).

Instead of a green tick, the image will be broken. The underlying HTML code shows an img src with the relative path to the icon, e.g. /wiki/images/icons/emoticons/check.png, which obviously won't work from a self-contained Word document.