This is caused by the Windows ME System Restore. To be able to delete .cpy files you must disable System Restore first. Be aware that if you disable System Restore and delete these files, you will not able to recover if a crash occur until you enable it again.
System Restore Disable/Enable.
- Turn off the System Restore function.
- Reboot the PC.
- Use your Anti-Virus to perform a full scan of all files and clean/delete.
- Turn System Restore back on.
- Reboot the PC.
- Create a new System Restore point.