Unable to copy SQL Server Database MDF and LDF files

This Link will guide you best for stop and start services of sql

http://technet.microsoft.com/en-us/library/hh403394.aspx

You cannot simply COPY the mdf and ldf while the services are running. If you do not want to stop the service, the other way that you can try is to make a FULL backup of your database. The full backup database will contain both MDF and LDF file anyway