This may work ok...

Edit|Copy your range and paste into MSWord. Then copy from there and paste into
the new worksheet/workbook.

or....

Edit|copy your range
go to the other sheet
Shift-Edit|paste picture

It's not "real" data--just a picture of the way things sat.

GDC wrote:

We would like to have part of a spreadsheet with conditional formatting
pasted into a new document that shows the data the way it was conditionally
formatted in the original. Because the supporting data will not be there,
can we somehow convert the data to appear as in the original using regular
cell formatting?

--

Dave Peterson