Go with the arrows to the desired class name and press Enter.
It is not recommended to use the following fonts for diagram saving as .eps, .emf, and .wmf:
Default, Dialog, DialogInput, Monospaced, SansSerif, and Serif.
This is a know problem of Mac Word. Still we don't know when it will be fixed.
Such problem really exists and will be fixed in future releases.
As a workaround we suggest to save your diagrams as SVG and then use free Inkscape editor (http://www.inkscape.org/) to export diagrams as hi-res png.