I've used Robocopy from Windows Resource Kit, or you can use xcopy.
Just go to Start --> Run --> type in "CMD" and press enter.
To see the commands xcopy accepts, simply type in xcopy /? same for Robocopy, but if you do not have it, you can download Windows Resource Kit from Microsoft and copy the Robocopy file to "System32" folder.
On my local machine, I created a shared folder and created a batch file with this script.
in the example you will see "02-hs-film-01" - Computer name(local machine)
/s /e these are switches
Please go here for additional info - http://en.wikipedia.org/wiki/Robocopy
You may need to use net use this is username and password on local machine sharing the folder.
Copy and paste below:
net use \\02-hs-film-01\period1\Downloads /u:period1 film
robocopy \\02-hs-film-01\Period1\Downloads "C:\Documents and Settings\Film Server 1\My Documents" /s /e