>Set winShell = CreateObject("Shell.Application")
>winShell.NameSpace("c:\Destination folder\").CopyHere "L:\Source folder\MyFile.dbf"
>Set winShell = Nothing

This is an excellent tip, Igor. But you should have also pointed out that this function also uses the Windows file copy animation when copying large enough files. For anyone interested, Here is a VFP translation of the code to copy a file:

oShell = CREATEOBJECT("Shell.Application")
oShell.NameSpace("c:\").CopyHere("c:\\somefolder\somefile.dbf")