I am using CAD-2009, Copy to clipboard failed in a particular file... I cannot copy or paste on the drawing. Can anyone guide me how to solve the problem

Did you create the drawing or was it created by someone else?Do you know which version of AutoCAD was used to originally create the drawing?

It was created by CAd-2011. .I opened in 2011 and  2009..Its not allowing copy to clipboard... Some proxy files missing..

Proxy files missing?  Then this drawing was created with an AutoDesk vertical product?  You might need to download and install an Object Enabler from the AutoDesk website.