Ditto Milo. If you are confident that the CD is fine then the hard disk sector that is being written to when that file is being copied is corrupt. Has happened to me in the past. It's not a coincidence that the file is being copied to the bad sector each time, it's simply because data is being copied serially with each blob being written at the exact same place each time. The fact that Windows 7 is sitting there happily is only masking the issue as the file copied to that bad sector might not be critical enough for the OS to care.
Might be an idea to get hold of a health checker (all the big vendors do them) for the hard disk to rule out bad sectors and the like.