Since this is the first result that comes up for this error in a Google search, I wanted to add that this error will occur if any of the files being copied contain names that are invalid on the virtual operating system. In my case I had slashes in the names of files on OS X, which are actually just colons (the Finder simply displays these as slashes), neither of which are invalid on Windows.
So to anyone experiencing the issue you may wish to try shortening file names, removing any unusual characters, or simply renaming the file to something simple and then rename it after copying.