BOOL CopyFileEx(
LPCWSTR lpExistingFileName, // pointer to name of an existing file
LPCWSTR lpNewFileName, // pointer to filename to copy to
LPPROGRESS_ROUTINE lpProgressRoutine, // pointer to the callback function
LPVOID lpData, // to be passed to the callback function
LPBOOL pbCancel, // flag that can be used to cancel the operation
DWORD dwCopyFlags // flags that specify how the file is copied
);
http://msdn.microsoft.com/library/en-us/fileio/fs/copyfileex.asp?frame=true