Thanks! I knew it would be something simple.
Your tip works for every emulator except urxvt. Which is of course the one I was using. Even here it seems to work. If you copy in a command and then press enter the command seems to execute properly.
The reason I was using urxvt was because I wanted the transparency effect. I presume there is a way to get this in one of the other terminal emulators. But I have not stumbled across it yet.