A common issue that confuses people who are new to the concept of file permissions and user accounts.

When you access files on the XP system via the Vista system, you are most likely doing so via some limited access account, NOT the account you would use if you were sitting at the XP computer. So, you probably don't have write access to that particular directory. Now, when you try and copy files FROM the XP system, you are doing so under the access rights of the Vista account, where you likely DO have write permissions to the directory.

If you need more of an explanation, then any book covering Windows administration should deal with permissions and user management.