I think Sunny is right -- I've heard that Copaxone takes about a year before doctors can begin to decide whether it's "working" or not.
And then there is this: None of the drugs, none of the interferons or Copaxone, has promised to stop ALL exacerbations...only reduce the number and intensity of those that do occur. This early in your doing the medication, it may just be that you had this flare. And won't have others. Or that you had ONLY this flare, and might have had more had you not been on the drug.
I was on Betaseron for 2 years before having another flare....but since prior to starting Beta I'd had 2-3 a year, it seemed miraculous to me that I had only that one...and none since, 12 or so years later.
The bad news is that you've had a flare. The good news is that there are meds available now to treat flares, and maybe slow the course of the MS, and indeed if the doctor thinks that Copaxone isn't right for you, there are other possibilities. I hope you feel better soon!
...I am not a doctor, nor health professional, and don't pretend to be one, here.....