'How to copy file without using XP_CMDSHELL?

I am using SQL Server 2008. I would like to give users possibility to copy files. Is it possible without using XP_CMDSHELL procedure? Cause i should not change permisions for that.

The error when i try to do Copy using XP_CMDSHELL is :

The EXECUTE permission was denied on the object 'xp_cmdshell', database 'mssqlsystemresource', schema 'sys'.



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