You haven't said exactly where in the process things went wrong, or how you were trying to transfer the file.
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A possible/likely reason is that you have somehow got the filetype (maybe .acsm, .epub or .pdf) assocated with the wrong program.
If you are in Windows, right click on the file and choose the 'Open With' dialog to change the file association.
Post back if you are unclear about that.
Also there are cases where Windows refuses to accept association with ADE, not sure why, it seems to be a gub that hits some people in Windows 7/8.
Post back if you hit that.
If you are opn Mac, do whatever the equivalent thing is on a Mac.