Jennie,
Occasionally, I get that message. Or, I notice that when I paste the spam, nothing gets pasted.
When either of those things happen, I go back to the message and copy just the header. Pasting that will "always" get results.
What SpamCop reports is the server info to Forward to. I then open a forwarding message with spam and paste the server addy and the spamcop addy (included).
That works for me.