I can't copy the file I want because it was corrupted. What do I do?

Yep sounds about right.

Not knowing what operating system you are using and what file or type of file makes this a little difficult
In most cases you can simply drag and drop the file to a new location including an external drive. Or you can copy and past the file.
Depending on the file and the operating system you may not be able to copy or move some files.

Connect the Flash Drive with your PC.
It will appear as a new drive
Open it from your PC.
Copy your music from the PC.
Paste it on your Flash Drive.

Got it?

Can't do it because the file is corrupt. You shouldn't be able to move it or do much (other than delete it) because the file is damaged.

You will have to re-download or re-install it, or grab it from a backup.