See copied equation pasted into MathType 6.7.
I copied an equation off the MathJax home page into MathType 6.7 (see attached file) and the subscripts were lost.
From the image, it looks like you selected the typeset mathematics in the page and used the Copy system menu item (or key combination) to copy the selected text and then pasted that into MathType. Unfortunately, that is not going to work, as it does not preserve any of the structure of the mathematics, as you have seen.
Instead, you need to use the MathJax contextual menu obtained by right-clicking on the mathematics (in windows) or control-clicking on the mathematics (on a Mac), and select the "Show Source" item to get a window containing the TeX source (or MathML source) for the equation. Copy THAT and paste that into MathType.
There is a demonstration of how to do this at
http://www.mathjax.org/demos/copy-and-paste/
and the movie at the bottom of the page will walk you through this. The MathType section is around the 2-minute mark.
Davide