I would bet that you use translated version of WinSCP. Am I right? It this case I need to know the language. If I am not right than I need additional information too. You can probably imagin that, if it were imposible to copy any files as your post suggest, someone would have already noticed (probably even me). So I suppose that there must be some special conditions.
So please switch back to english (Languages button on login dialog). It should work then. I'll post here notice, when corrected russian translation is released.