The high surface tension helps the paper clip - with much higher density - float on the water. The property of the surface of a liquid that allows it to resist an external force, due to the cohesive nature of its molecules.
Basically it means that there is a sort of skin on the surface of water where the water molecules hold on tight together. If the conditions are right, they can hold tight enough to support your paper clip. The paperclip is not truly floating, it is being held up by the surface tension.
