Yep, KOTOR is a no-go. For games that do work however, be sure to hit right on the d-pad to select the actual file you want to copy or the option won't come up. It's an easy mistake to want to try and copy the folder instead of the save file.
You can't copy Ninja Gaiden or Phantom Dust neither. Speaking of Phantom Dust...I need to start playing it again. I've been playing so much Resident Evil 4, Doom 3, and Splinter Cell 3 lately!