Transfer files (copy and paste) from virtural terminal

I am running Windows Server 2003 as virtural terminal.  An offsite user says she is able to login to here account, right-click an item on the desktop and paste the item on her local desktop.  I tried doing this myself and I cannot do it.  My question is two part: 1. Can files simply be copied and pasted between the terminal server and the local desktop? 2. Why can she do it but I cannot?
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I tested it in my VM's.

If you fire up your terminal server client.  Then check the box to map local drives.  It will work.

If you do not check this box on the client,  the desktop copy paste will not work.
rbudjAuthor Commented:
Where do I find this box to check?  I'm using Vista Ultimate.
rbudjAuthor Commented:
I was a bit mistaken, i am not running a virtural server, I am running a terminal server.  Nothing is virtural.
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rbudjAuthor Commented:
I wish I could edit my message instead of always having to create a new one but to add.... I am connecting via Remote Desktop Connection
When you open the RDP client in Vista,

Click the Local Resources Tab
On the bottom you will see a "More" button
Once you click More you will see a Drives check box.

Give that a shot.

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rbudjAuthor Commented:
Thank you
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Windows Server 2003

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