1. What's your OS.
2. What filesystem does your harddrive have (NTFS or FAT32)?
3. What filesystem does your external drive have?
4. How do you copy the files?
5. What is the exact error message?

It's rather easy to find out where it goes wrong. Doesn't take long. Do it via a binary search:
1. Copy the first half of the folders. If OK then the error is in the second. If not OK it's in the first half.
2. Now take the first halve of the part that has the error. And so on.
Finally you know the exact folder.

Then the same for the subfolders of that folder. That will tell you the exact subfolder.
And so on until you have one of the offending files.

Then tell us the full path (starting with c:\ and ending with the file extension like .doc) of that file.