I think, there is some problem in my windows as after all the process told by you it still does not allow to copy files to my pen drive.
I can easily copy files to my pen drive from other systems.
1, - If this recently occured as a problem, try a Windows restore to date when it was not a problem, but save your personal files you have updated after that date, new installs etc.
2. - If you are not the Administrator, you may have a problem, or the Admin turned off USB copying.