Controlled microstructured thin films with nominal composition Cu95Co5 have been deposited on glass substrates by pulsed laser ablation at room temperature, in vacuum, for different target speed rotation. Atomic Force Microscopy, AFM, studies have shown a surface roughness not higher than 0.5 nm, for the as-deposited samples, which do not exhibit magnetoresistive, MR, behaviour. X-ray diffraction analysis show broad diffraction peaks, slightly shifted from pure Cu reflection peaks. After annealing, the samples show GMR. The AFM investigations reveal a surface roughness of =6.8 nm and =9.2 nm for the samples prepared with high and low target speed rotation, respectively. Furthermore the GMR data correspond to a strong anisotropic behaviour. A reversible MR is exhibited, for all the films, exclusively for perpendicular to the films plane applied magnetic field. Hysteretic MR behaviour is observed for any other direction: in the range of 70-80 deg., coercive MR fields from 0.17 Tesla to 0.05 Tesla are observed for the samples obtained at 10 rpm to 32 rpm respectively target speed rotation. These properties are discussed in terms of the shape anisotropy of magnetic Co nanoparticles.