I'm by no stretch an expert, I'd consider myself a novice, but I ran into the same problem when I started. I assume you're using Windows right? Does your table name contain uppercase the way you have it written above? If it does, try changing the table name to all lowercase and change your COPY statement to lowercase. That's what worked for me. Scroll to the bottom of this link http://www.postgresql.org/docs/8.0/interactive/ddl.html I have resorted to just making sure all of my table names are lowercase.
I tried:
COPY BaxterCommercialFROM E'H:\\transpor\\Traffic Counts\\TMS\\MarApr09\\BaxterCommercial.csv'WITH CSV;
And it returned with this error:
ERROR: relation "baxtercommercial" does not exist
Any ideas?