Try This

STRTOFILE(STRTRAN(FILETOSTR('mydata.txt'),CHR(13)+CHR(10),'|'+CHR(13)+CHR(10)),'mydata.txt')

>COPY TO c:\temp\mydata.txt DELIMITED WITH "" WITH CHARACTER |
>
>What happens is that each field is delimited with the pipe character, except for the last field in each row - which is left as a carriage-return. Is there anyway to get that pipe character to be at the end of each line before the carriage-return without writing something else to do it after this copy to command is done?