About 10 years ago I saw a Mac program on TV which detected patterns
in keyboard input and offered to complete the tasks for you. I am
looking for a such a piece of software for Windows.

Example. I am working on my computer and perform the following tasks:
1. go into c:\dir1
2. select all files
3. copy them to c:\files
4. go into c:\dir2
5. select all files
6. copy them to c:\files

At this point the program would pop up and say "I am detecting a
pattern in your work - shall I complete the task for you?". Answer
yes, and the contents of dirs dir3 to dir18 will be copied to the
"files" directory.

That's the software I am looking for.

I do not want to look like evangelist,
 so I am posting it as a comment:

If you switch to a friendly OS, such as

http://www.ubuntu.com/

you can say in any directory something like

 copy c:\dir*/*   to  \files

in any directory.  All files in all directories starting with  dir
 will be copied to directory 'files'.

    -- well you would have to learn some new commands names

   like  cp instead of copy 
and   ~/   instead of  microsoft's  \   etc

There are many very versatile variations, like 

 cp ~/myPics/vac?2/*.jpg  ~/archive

  would copy all jpeg files from all subfolders which you have in your
  home directory folder  myPics
  which match pattern vac?2   where ? stands for any one character.

or                       ??                           two characters
 for details see e.g.
http://www.linux-mag.com/content/view/1517/0/1/2/
http://www.cyberciti.biz/nixcraft/linux/docs/uniqlinuxfeatures/lsst/ch02sec11.html

   I prefer this to any AI program, since I know exactly what I will get

but if you prefer

  I can probably also find AI program which would attempt to guess 'pattern'
  among the 16,000 free software packages which are available in the
Linux universe. I would not waste time searching  for programs which
run under windows

 Should I look for it (as a paid answer) ?