The Move command will delete the file from the "pre-move" location whereas the Copy command should leave it intact.
When you say "Many times..." this implies not all the time? Can you infer some coincidental behavior or characteristics of the files that fall under the category of "Many times..." but not all times?
As to Recovery here is a
Google.
On the outside chance that it is a shell error (right click) you can try this:
Go to Start/Run and type in:
regsvr32 /i shell32
Click OK.
Restart your computer.
If you have other Accessed Denied issues see this:
http://support.microsoft.com/kb/810881
And this:
http://support.microsoft.com/kb/308421