I don't believe it is possible (or it is difficult) to get the data that is stored in the clipboard from VBA. Therefore you would need to paste it into a cell and then use that, for example:
Range("A1").pastespecial
ChangeFileOpenDirectory "C:\Documents and Settings\ssankees\Desktop\"
ActiveDocument.SaveAs2 FileName:= _
"Range("A1"), FileFormat:= _
wdFormatDocument, LockComments:=False, Password:="", AddToRecentFiles:= _
True, WritePassword:="", ReadOnlyRecommended:=False, EmbedTrueTypeFonts:= _
False, SaveNativePictureFormat:=False, SaveFormsData:=False, _
SaveAsAOCELetter:=False, CompatibilityMode:=0
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