This message is referring to the file properties such as Security
Permissions. This happens when you copy files from a disk in NTFS to
another format Usually because of NTFS Security Permission.
In your case you cant format a cd in NTFS however you could use usb key
or HDD and format in NTFS this will stop the message. But remember if
you want to use them on another computer you will need to have
administrator right on that pc.
Or you could save yourself the trouble and synchronize windows mail
with Dmailer Sync this will keep a secure encrypted backup of you emails
try it here 'http://www.dmailer.com' (http://www.dmailer.com/