Haven`t come across that...
I just tested it...
(there was a thread here on fat32/ntfs file-system affecting deleting amiga files...)
Try creating a new folder in winxp,
and `copy/pasting` the entire contents of winuae to it...
For XP..
in properties , attributes: ghosted read only
in properties , customise: i have `Documents (for any file type)
In properties , sharing: make private is ghosted and unchecked (i haven't dragged it )
Just a thought..