Check for the Permission on the folder, if u have only read access then u cannot copy nor move the file only u can read it, so click on Modify access check box so that you can access and copy the files from that folder. Hope this works out with you.
Check the permissions on the folder, it looks like you only have read permissions but not the permissions to modify the folder. If this is the case this will definitely stop users from being able to copy over files, just make sure that you assign rights correctly to prevent other problems in the future, like accidentally taking a folder from the server that you did not need to take.
Hope this helps
#########Added by Kb3cgj########
If your just trying to copy data from a shared folder, “modify” permissions are not necessary. It sounds to me like you have permission to the share but not to the folder. Since your only copying….just add your user account as a user to the folder via the security tab under properties. The default permissions should be fine for what your doing. I hope this helps…let me know if you need some more direction.