can't copy file from 1 drive to another

Under a Security Alert prompt error box I receive one
stating,
"your current security settings prohibit you from copying
or moving files form this zone."

Is this a registry error?

I am on a network using windows 98 and this error comes up
when copying TO the c drive from a Network drive.

Can registry be tweaked for a setting to remove this.

My work's administrator unable to do so in policy editor,
ped.exe or poledit.exe as he claims this is local to the
machine and registry needs edited.
Email me if you wish a screen shot of error message.