How do I copy my file into a folder?

PLEASE READ THE FULL QUESTION BEFORE ANSWERING or I will mark your answer as abuse...Dont take the two points for granted..So it goes like this...I downloaded a torrent from utorrent and it contained Kaspersky Anti-virus 2011 and Kaspersky Internet Security 2011..I decided to install the anti-Virus first...I got KKE v0.534 with it along with the two keys...I installed the soft and of course there was a tutorial with it..It said that I should disable self Protection from settings which I did..It asked me to copy fltlib.dll and fltlib.ini files from the KKE folder..but it wont ..the computer says"MAKE SURE THE DISK IS NOT FULL OR WRITE-PROTECTED AND THAT THE FILE IS NOT CURRENTLY IN USE"..Now what should I do?i tried numerous things from encrypting files to hiding files but it wouldn't just budge up...Then I tried to copy some other files into the folder but again its still..I made sure that i wasnt using the anti virus by checking the taskbar and the Processes..Can it be that some other program might be using the folder..By general consensus I found that a file named "Abhelper.dll" wasnt moving through folders and wasnt deleting itself..i tried the command prompt and the notepad method but to no avail..I dont understand why this is happening..Sorry for my poor English..