Are you sure that you have actually changed the header file in the project? If Xcode says "Copying MyFile.h", then it's copying it. But if you accidentally changed the copy, instead of the original, then Xcode is simply doing what it thinks is right: copying the authentic version from the project over the altered version in the build product.
It would help if you'd paste the entire "pbxcp" line for that header, then it would be easy to see exactly what's going on.
Chris