Using Thunar 0.9.0 under Linux Gentoo (2.6.24-gentoo-r8). I never get any error messages when I copy or move files to a directory where I do not have sufficient access privileges. Thunar simply does nothing leaving me to guess why the action failed. Please always show at least an error message when an action fails in Thunar.
The action is insensitive, not possible to show a warning even if you keep pressing the key-combo.