There is a 'batches' folder in the AuctionWatch directory or your Program Files folder. For inventory, save the inv.dat file located in the 'data' folder of the same directory.
You should be able to just drag and drop it from there to your disk -- that is the easiest way to copy it. Did you try it that way? How are you trying to copy it?
I've tested this both ways and am not having any trouble with this. Try creating a new blank folder somewhere on your computer, then opening up the batches folder, highlighting everything, then copying it to the other folder. Let me know if that works.
