How long has it been since you ran a good anti-virus scan of your computer?
Sounds to me as if you've caught a bug that wants to copy itself to the CD. There are many of them out there that do exactly that.
According to several articles I read, including at McAfee, here is what I've found:
"Protector.exe is a process belonging to the Spytech Software, SpyAnywhere remote administration tool. This process allows other users to control your PC via a local network or the Internet. If used malicously this process can also permit users to access your PC, from remote locations, stealing passwords, Internet banking and personal data. If unaccounted for, this process should be removed immediately."
IE: Scan your computer!!!!!!!!!!!!!!!