I've just tested this and it works fine (ok, there are no double quotes around the filename and it works <s>):

cFile1 = "c:\programme\microsoft visual foxpro 7\fox.bmp"
cFile2 = "c:\temp\fox.bmp"
COPY FILE (cFile1) TO (cFile2)

What happens if you try sth. like this on your machine?

Armin