I dont Know about how to save your pictures but I have had a similar problem that appears to be related to shooting video on CF cards. I now avoid the video setting on my Canon and just use for ppictures. There is also a problem with Windows XP everyone should know about. The default Format in XP is FAT32, do not use this, use FAT instead. see http://www.compactflash.org/
PS. I tried everything to save my pictures including Norton but it wont read this type of media.
Gabriel
April 2005