Can't get pics back onto sd card

Hello,
I am trying to transfer photographs from my pc (XP) to a 2GB SD card. The card is the same type as the one in the camera from which the photographs were sourced. It will copy across some DSC files, but not all & none of the IMG files. They are all jpeg. The message reads " Error Copying File or Folder The directory or file cannot be created" Can you help? Thankyou.