siyan - the DIR command shows the date modified not the date created. If you navigate to a file just copyed via my computer/explorer and check the properties it will list Date created as the same day is was copied (Today) (March 24, 2003)

I also did just test the same thing you did but I copied an mp3 file from my collection (a file made 2 years ago) to a test folder and checked both with DIR command and the properties. Two of the 3 dates changed to todays date. Date Created and Date Accessed