Glad I could help :-D
I've been meaning to mention this to the WinUAE guys for a while now, I think it only happens when you have a CD mounted on the Amiga side as a directory from the PC -- if you use IDEFix and uaescsi.device, with a proper AmigaOS dosdriver I think it works as it should.. Probably because the read-only flag gets checked off when you set up the CDROM in UAE, and it just filters the writable/deletable flags when files get copied.