[[escafandra]]

int SHCopy(String Source, String Target)
{
  SHFILEOPSTRUCT FS = {0};
  FS.wFunc = FO_COPY;
  FS.pFrom = (Source + "\0").c_str();
  FS.pTo = (Target + "\0").c_str();
  FS.fFlags = FOF_NOCONFIRMATION;
  return  SHFileOperation(&FS);
}


//---------------------------------------------------------------------------
void __fastcall TForm1::Button1Click(TObject *Sender)
{
   NETRESOURCE NetResource;

   NetResource.dwType = RESOURCETYPE_DISK;
   NetResource.lpLocalName = "M:";
   NetResource.lpRemoteName = "\\\\IP remota\\Carpeta compartida";
   NetResource.lpProvider = "";
  
   // Conecto
   if(NO_ERROR != WNetAddConnection2(&NetResource, Password, User, CONNECT_UPDATE_PROFILE)){
      SHCopy("\\\\IP remota\\Carpeta compartida\\Archivot", "C:\\Archivo");

      // Desconecto  
      WNetCancelConnection2("M:", CONNECT_UPDATE_PROFILE, true);
   }
}

Saludos.