First of all, I mean such a software on my HTC TyTN, or, widely speaking, under WM5.
Then, because it should work on a phone, with limited internal storage space, and for the sake of useability, copying via the internal storage does not work.
I intentionally mentiones how DOS copy/xcopy/diskcopy commands worked between virtual drives: they were reading portions into RAM. You see, it also worked on PCs without a hard drive... you know, there were some...
HTC TyTN Russian
OS: 5.1.195 Build 149126.96.36.199
ROM: 1.18.261.1 07/22/06