I am building a server app that copies files using System.IO.File.Copy(...) function. My files can be rather large, therefore, it has a fair chance that if the machine crash
Newer versions of Windows allow you to use transactions .
Transactional file system.
Check out Background Intelligent Transfer Service in Windows Server 2003. It provides the mechanism of jobs, which can be paused and resumed even after restart.
Here are a few samples how to use it with .NET:
Write Auto-Updating Apps with .NET and the Background Intelligent Transfer Service API
SharpBITS.NET - wrapper for BITS API
Other have suggested transactional NTFS which is fine if you're deploying on Vista or later. If you need to support XP (or earlier) then temporary file followed by a move (rename) is the best solution.
The answer to this similar question provides more info: Atomicity of File.Move