The copy failed and Windows does not quite know why. It may be the target device returned an unexpected error code when attempting the copy.
Change the media from write protected to normal.
For flash media, often there is a plastic slider that is write protected when the tab is in the locked position. Shift the slider to the unlocked position.
For diskettes, the corner tab should be closed.
Try copying the file to a different device or drive to help isolate the problem. If it works, it may indicate a problem with the original target drive or media.
For example, if copying fails to a USB removable media drive such as a flash drive or SD media, the drive or media may be defective and may need to be formatted or replaced.
Check out what others say about this issue and review or add your own comments and solutions!