Ok, now I see that, guess "Application Data" is a hidden file too. Is this to keep people like me who are clueless about computers from messing up something I should not? But, why would a program send a file to a hidden location to be transferred to a CD? Makes no sense to me?
Yeah, that folder has subfolders for program settings for programs that Windows uses.
OK, generally in Windows XP, these files are hidden so that they're not inadvertenly damaged or destroyed by accident.
As for programs sending files to hidden locations--the only thing I can think of would be if it's the default location (which itself would be highly unusual).
Can you choose the location of where to save your data?