Hi Michael, That's excellent information.
I'm not sure I have an answer, because I don't use XP's own built-in support for burning CDs. But something I have just read may be significant. It is here, at http://www.aumha.org/win5/a/xpcd.php. Scroll down to;
2. THE INBUILT SYSTEM IN WINDOWS XP
In your reply you said that these image files are downloaded from your cameras to XP, into Shared Documents > Shared Pictures, then folders for different years. In the Aumha web site I see that when you right click the folder and select Send to CD Drive(x), then the files are not immediately burned to CD, but are stored in a staging area, normally in the Documents and Settings folder.
I assume that, once those files are burned to the CD they are then deleted from that staging area. But what if, somehow, XP now sees your Shared Folders locations as the staging area? If that were the case, then when XP attempts to delete the 'cache' it is also deleting the originals, but leaving the icons behind. Perhaps icons are file headers? I don't know.
That staging area can be changed. Normally it is located at;
C:\Documents and Settings\Mark Flaxman\Local Settings\Application Data\Microsoft\CD Burning
I used my own account name for that, so you should substitute your own. But that can be changed, either by dragging the folder elsewhere, or editing the registry;
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders\CD Burning
and change CD Burning to the new folder location.
However I have to say I don't see how changing that folder location would result in your original files being deleted or corrupted.
Other than that, I don't know. Fortunately you and your friend had the backups of your files onto CD, although ironically making those backups seem to have deleted the originals.
I don't see CCleaner being the culprit, although the fact that this happened to your friend's Vista system when you installed CCleaner on there is interesting. Is CCleaner running all the time in the background? If so, I would suggest disabling that and just use it as a manual file cleaner when you want. If it is not running in the background, then it would only be able to delete these image files when you run it, and it should completely delete them, and leave no remnants. Also, those files would still be available after you have burned copies to a CD, ie, before you ran CCleaner.
CCleaner does have an "Include" section. In Options > Include, you can include which folders you want it to delete files from. But then you have to return to CCleaner first page to select one of the greyed out options under Advanced, the "Custom Files and Folders" option.
Things to try;
1] Create a new temporary folder on your C Drive, (not anywhere near Documents and Settings), for test purposes, and name it what you like. I would use something like CDBurnTest. Place some copies of images in there, and then use the same method you normally use to burn them to a CD, preferably a blank CD.
What happens then, do the images in that new folder remain, or have they disappeared?
2] Try using another method of burning the images to a CD. You mention Roxio so I assume you have their CD Burning software installed anyway. Use that on test images as well and see what happens.
3] After you have burned any images, either from the proper location or from the test folder, remove the CD, reboot the computer, check to see the images are still there and still able to be viewed. Then run CCleaner and see if it deletes the files.
4] But just for the time being, make copies of these files and save them somewhere else on the hard disk, (away from Documents and Settings), before you burn to CD from the original location in Shared Folders. That is, until this gets sorted.
That's all I can offer.
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