Sounds like it's a permissions issue. You might be able to get around it by changing the permissions to the directory you are trying to copy the file to by highlighting the directory and then using the menu button next to the d-pad and selecting Actions -> Change permissions. Make sure Write is checked for owner. I would also change the permissions back after the file is copied - but that's just me (I'm cautious).

If this doesn't work then you could try to become root: sudo gainroot from xterm. Then: cd /path/to/dir of file to be copied

then cp filename /path/to/destination

Root ignores permissions so that should work.