Mac,
It's the, "hidden," folder XP uses as a staging area before burning a CD. See
here. You can even set it up to do it automatically if you use a batch file, see
here.
If the pop-up message/wizard doesn't appear, you can manually back up the data file to the CD-ROM as follows:
From the Desktop, double-click My Computer, and then double-click the CD-ROM drive.
Under "Files ready to be written to the CD" you'll see your backup file. Click the "Write these files to CD" link (located in the upper left corner of the folder), and then follow the onscreen instructions.
Click Next to start the process of burning the CD-ROM from the CD Writing Wizard window.
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