This error usually happens if you change the destination folder when downloading/unpacking the files in the delivery client. By default, files will be downloaded to the "C:\Temp" folder unless this is changed.
If you change the destination folder, Windows may not allow you to download directly to this folder and will give you the SDC00200 error. This is common with Windows 7 and Vista Operating Systems. To avoid and/or correct this error, ensure that the download location is set to "C:\Temp".
Note Windows XP users will receive a SDC00400 error for the same reason above.