I've seen a few reports about this error, but most of the users said that after they've installed the latest version of the software, file copy was possible without error. However, there is another way to transfer files. Copy the folder from the OBB directory to this one in Bluestacks: /sdcard/windows/BstSharedFolder, then you will find the the copied data on PC in the following folder: /UserData/SharedFolder (by default, is C:/ProgramData/BlueStacks)
Alternatively you could use LeapDroid or NOX instead of Bluestacks.