@Mallette:
Tell me if this would work:
Pull the SimStation HDD
Boot to UAE
...
Yes, it would. But you need to make sure that your PC is running Windows XP/Vista (perhaps Windows 2000 aswell, not sure), older versions of Windows will overwrite important parts of your AmigaHD's content and thus make it unreadable.
Forget about using a CD burner with the Amiga - the A4000's standard IDE driver can't handle ATAPI devices (i.e. CD drives/burners). There are of course solutions for that problem, but they require installing a patch.