I got the same error message when transferring files between workstations at work. If you search with Google for "delayed write failed" you'll find a lot of information, since it seems to be a pretty common problem with Windows XP and 2000. I assume you are running either one of those operating systems.
This is one of the more useful sites from my Google search on the topic, imo:
http://www.tangent-systems.com/suppo...ayedwrite.html