When ever you encounter this problem don't think that you drive is damage or something else. You need the following this steps to make it possible for you to copy that file onto your PEN DRIVE.
1. Locate "This PC " at the left upper corner on your desktop.
2. Double click to open.
3. Locate your pen drive name and right click.
4. Format Your Pen Drive.
5. Change the File System Format To NTFS.
6. Now click Start to format your drive. After successful format go ahead to copy that file.. ENJOY.