I read this as you are trying to copy from a local C drive across to a Local D drive on the SAME machine.
But the last line really has confused me, maybe you can rephrase that comment.
Is the drive new to the machine? If so try changing the drive letter (presuming no data on the disk yet) or even go into Disk management and confirm the disk is showing and set up correctly. Now if its not a drive and D is your CDROM – did you have a correctly formated CD in the drive? Check device manager and confirm it is installed correctly. Place a known copy of something into the drive and see if you can access the data. Check the basics its normally the cause.
Now if D was a network mapped drive or something please me know and I’ll try again