I tried your method and it does not work - for example:

USE ENTERPRISE_SERVERS

GO

EXEC master.dbo.sp_dboption 'ENTERPRISE_SERVERS','autoclose',true

GO

DECLARE @cmd VARCHAR(255)

SET @cmd = 'copy C:\SQLDATA\ENTERPRISE_SERVERS.mdf "C:\BACKUPS\"'

EXEC master.dbo.xp_cmdshell @cmd

EXEC master.dbo.sp_dboption 'ENTERPRISE_SERVERS','autoclose',false

GO

..................returns the folllowing error:

The process...