http://www.amiga.org/forums/showthread.php?p=802007#post802007The above link may help. I think there's an option in WinUAE like 'mount removable disks as read only' - well that would need unticking if it is there (assuming you're using a card reader).
Under Windows, first thing I'd do is delete any existing partitions on the CF, this will enable the Amiga emulation to totally handle/write to the CF, as active partitions are protected by WinUAE to avoid accidental erasure of your data. It's likely that mode you're using bypasses that protection, but I have never dealt with that so know nothing about.it.
On HDToolBox, you'll need to change the device from scsi.device to uaehf.device possibly, I woukdn't know about that either as I attach mine direct to IDE adapter. To do this just edit the tooltype in the HDToolBox icon.