If it's a file that's supposed for general use on the respective workstation: use a GPO *startup* script applied to the workstations to do this instead of a logon script.
If it's a file that's supposed for temporary use for the user logging on, for example for logon script functions: copy the file into a location where the user has write access, for example %Temp% or %AppData% (depending on the file's use).
