Beware of the sticky files syndrome
)))
Explorer and the command prompt have a problem deleting files with reserved names (aux, con, etc.). The emulation gets around this by decorating reserved names and keeping tack of the changes in a special index file. So, if you're going to copy files from an Amiga CD (i.e. possibly including reserved names and using Rock Ridge extensions), it's best if you do it from within the emulation for two reasons: 1) WinUAE will decorate reserved names, and 2) Windows doesn't natively support Rock Ridge extensions in its CD file system implementation.
Trev