Unfortunately there is no way SharePoint can restrict this reserved naming if you use Explore View for copy operations. This is taken care if you are doing it using UI to create new folder.
Also not all name which has _ is restricted Eg. it's only names which ends with _files
visible : my_folder
Hidden : my_files
And in my case i tried to come over this situation using some tools but could not find anything... so i think its better off you copying it again instead of waiting on fix/solution to this issue..
My Blog : http://Sameer.Dhoot.in/