Error During Copying - File Stream Loss Message

Hello MajorGeeks,
I am receiving an error message while trying to copy specific files from my Internal to my External Hard Drive. The files in particular are "html" documents. The text and format appear close to normal, but many of the images and graphics are lost from the copy and replaced with red "x"s. I also get an error message that reads on top "Confirm File Stream Loss", and the error message basically says that the original file will not be affected by this. Is there another method I should use to do this? One possibility for me would be to use the Windows Back-Up Utility. Please provide me with any assistance on how can I copy these files in their entirety. Thank you very much for your suggestions about this issue.