We'll probably need more information. How (exactly) are you attempting to move the files? Please spare no details. In other words, are you using Windows Explorer or copy / move commands at the CLI? If using Windows Explorer are you using drag and drop, right-click context menu, toolbar buttons, file menu choices, Ctrl key combinations?
When you moved the files to the ..\DATA directory was pcAnywhere still up and running? (What I'm wondering here is if pcAnywhere is putting a temporary COPYCMD=/Y variable in the environment. If it were doing this when it is launched (or when it performing a particular function) it would be equivalent to entering the command
set copycmd=/y
at the CLI. If so it might leave the variable there, in which case the variable would remain there until the user account logged off then logged on again. Or it might remove the variable as in
set compycmd=
when it stops performing a function or when the program is quit. With a little testing you should be able to see whether or not this is happening.
When you say that this happens sometimes, and doesn't happen other times, it begins to sound more as though it could be a USER environment variable that is being set temporarily rather than a SYSTEM environment variable.
If this is happening to you in Explorer I'm not sure about it, but I would think default Explorer behavior in this regard might be altered in the registry.