Okay then... shoot. [that "file already exists" error sure resembles a case-sensitive issue.]This is the drive on my 13" MBP
Format: Mac OS Extended (Journaled)
This is the usually hard drive 160gb
Format: MS-DOS (FAT32)
This is the other extra drive 250gb
Format: MS-DOS (FAT32)
Some other external drive 60gb
Format: MS-DOS (FAT32)
Wow, i guess you do a lot of work across platforms. Any chance you might erase one of those and devote it to your Mac only? [something tells me that using Time Machine is still on your "To-Do" list.]
Back to the issue then, i wonder if a folder_sync utility (such as ChronoSync) might either be able to complete the copying, or perhaps produce more informative error messages. [someone also suggested Terminal earlier... in which case cp, ditto and rsync are all good commands to know.]
One last shot to look at your HD for clues about its format, etc.
This Terminal command will print some stuff for us to consider:
diskutil info /