Assuming the error msg is accurate...
...then there is some process on the from computer that has your file locked. Task Manager can give you a list of every process that's running. Two types: continuous and transitory. If continuous, then the process will still be running when you discover that the copy has failed: it will be on the Task Manager list.
If transitory, it may or may not appear on the list. It might be a timed virus scan kicking in or something like that.
But there should not be too many apps that would lock up a jpeg.