It can simply mean that you atempted to copy the file before it was completely downloaded.
Wait some time and try again.
It can be a failed download. The file is not complete or is corrupted and the system is still trying to get the rest of it.
Cancel the download and try again.
Remenber that the .torrent is only a descriptor of the desired torrent. You only need to copy it IF you want to download the torrent from another computer.
Électro, August 2010