It seems to suggest (possibly?) that the CD Burning program is not accepting or creating the source file in the staging area (permissions correct?) but using the source file as the actual staging area.
Can you check this folder out for content prior to the actual write CD process?
C:\Documents and Settings\UserNamexxxx\Local Settings\Application Data\Microsoft\CD Burning
Is there anything in the folder?
Are the contents actual files and folders with substance or just shortcuts pointing to the original source?
See where these Reg Keys have the CD Burning folder location. (To find any multiple users, you may have to use Regedit and search for "cd burning"
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders]
Alternatively it may be suggesting that the deletion of any written files is picking up an instruction to delete the source file as well as files in the cd burning folder.
Where and how it might be linking the sets of files, I really don't know. The only linking like that I see is with files from Internet Explorer (htm) when you save complete web pages.
A conclusion to be drawn is that the cd burning program is corrupt on all machines or a common third party software installation on all your machines is causing the problem. This may be time consuming to detect but your only choice.
310353 - How to Perform a Clean Boot in Windows XP
316434 - HOW TO: Perform Advanced Clean-Boot Troubleshooting in Windows XP
Have you tried setting the attribute on your source file to read only or setting the permissions to prevent any modification to see if that saves the destruction of the file? Making a copy of the file and then sending the copy for burning and oblivion is another option.
And of course there is always what you don't want to do.
If they don't work you could try repairing windows by running it over itself. You will lose all your windows updates but your files will be untouched.
How to Perform an In-Place Upgrade (Reinstallation) of Windows XP (Q315341)