If you are trying to copy files from someone elses machine then
maybe they have their security locked down so this is not possible.
If this is the case you would need a user account with administrative
priveledges and unless the administarator gives you the permission
you require (full control) you will continue to have difficulties trying
to transfer the required files/ folders.
As for transferring files from your own machine to the pen drive, if you
have taken ownership of the file this still doesn't neccessarily apply
the permissions you require all in the one step. I think you still need
to take control of the parent folder if the file is a child folder, or at
least check the permissions of the parent folder because in Windows
the folder permissions are inherited from the parent folder (or directory if you prefer)
So make sure that you have full control of the folder/ s you
are trying to transfer either by way of your administrator account
or by allowing your user account the permission to do so.
Further info here:
How to set, view, change, or remove special permissions for files and folders in Windows XP Understanding Windows NTFS Permissions
I hope this helps and at the least hasn't caused to
much confusion- it's a process!!