I believe it is possible but you will need third party tools to help you. The basic principle is to export the citations from a source such as the one you pointed at and then use these tools to import the wanted citations.

Please note that I have not tried any of these but this is the results from my quick Google Search.

The one that looks most promising is a free Reference Manager called Mendeley. http://www.mendeley.com/features/reference-manager/

You will be able to find youtube videos which describe how it works with Word.

Let us know how you get on with this task - I would be very interested to hear if it works well.

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Andrew Lockton
Chrysalis Design, Melbourne Australia