err, wtf, cd player problems

Ok, everytime i try to pull a file directly from a cd burned, it does copy, BUT if its an exe file it will automatically make it a shortcut to the cd-rom drive, which i do not want a file to keep refering to the cd-rom drive. Is there some sort of folder options or something i can do to prevent windows from making exe files automatic shortcuts when copying from the cd-rom to the hard drive? thanks

yea, im running xp, haven't tried that one thing edgeblade, said, should try that out