I found a small glitch in the 'Copy to SharePoint' action from the Nintex Workflow 2010. It's from the 'Override Credentials' section in the configuration window of this action.
Below are the reflection steps,
1. Expand the 'Override Credentials' section.
2. Select a credential that is stored by the Workflow Constant.
3. Now try to remove the credentials, and manually type-in
The glitch is that it replaces again with the stored Credential, from the WF Constant.