As you can see, all is working properly here. The file was indeed created at the time the copy was done. Sometimes folk think this is broke.
You have a few apps to look at that copy and preserve the date.
And one more test. I sent the doc into a zip file (that's native to XP and more) and copied the .zip to a memory stick. I copied the document out and the creation date survived. Of course the access date was today.