Hi MoNkLorD,
Browsing other Vista forums seems to indicate that a lot of folk are having similar problems, and there seem to be a number of different causes/solutions/workarounds. Have a look at:
Destination Folder Access Denied
Alan Cobb's post on Page 1 there explains better than I can, the two different permissions that have to be set correctly, but you seem to have that sorted out anyway.
Don't think I can help further, got no experience of domains for one thing. I've been on Vista for two months, initially connecting into my XP & NT4 network was a nightmare, one issue being getting the permissions right, the other something totally unconnected with any problems other people sem to be having (it was about the way Vista handles account name changes, somewhat idiosyncratic!).
Best of luck!