/Some volume/Films/ABadFilm/poofilm.avi
/Some volume/Films/AWorseFilm/crapfilm.avi

Start a MOVE of poofilm.avi to your desktop, then start a move of crapfilm.avi to your desktop.

Does it complain? (doesn't on mine).

Once there, try moving them back, independently, to the same directories they came from, and see if you get the message. I do.

That would I think definitively tell me if something weird is going on in my system, and if there is, I bet it's down to some utility or other I've installed... I can't see any other explanation at present.

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