I am unable to reproduce that error. You can demonstrate that there's nothing wrong with that line by running the following macro in a scratch document:
Code:
Sub Test()
Dim wdDocTgt As Document, wdDocSrc As Document
Set wdDocSrc = ActiveDocument
wdDocSrc.Sections.First.Headers(wdHeaderFooterPrimary).Range.Copy
wdDocSrc.Sections.First.Footers(wdHeaderFooterPrimary).Range.PasteAndFormat wdFormatOriginalFormatting
End Sub
This code simply copies the header content to the footer in the same document. What particular error message are you getting?