I was getting the "Access Denied" message as well when I tried using activesync to browse to my phone's windows directory and copy the file over. I got around this by copying the file to my storage card with activesync.
I then went to the phone itself and copied the file from the storage card into the windows directory. I had no problems when copying using the phone itself (with total commander).
NOTE: If it helps and you don't know about it, MyMobiler is a freeware application that I've found very useful when working on my computer and wanting to get to my phone as well. I'm only plugging it here only because it has been convenient and useful for me, especially when copying this file over.
http://www.mymobiler.com/