Hmmm... Small changes have been done:
string directory = @"C:\Documents and Settings\vinodhini\Desktop\Merge Data\SampleData";
string comdir = @"C:\Documents and Settings\vinodhini\Desktop\Merge Data\CompletedData\" + DateTime.Now.ToString("yyyyMMdd") + "\";
string[] fiels = System.IO.Directory.GetFiles(directory);
foreach (string s in fiels)
{
string fileName = System.IO.Path.GetFileName(s);
string destFile = System.IO.Path.Combine(comdir, fileName);
System.IO.File.Copy(s, destFile, true);
}