Comedy-a does blow (well, they runied it with v4x) but its a no brainer to save into your current directories. If you're not paying attention, it will save it into Samples. Have fun trying to find it after that! You have to have the destination directory picked BEFORE you pull in the files. It defaults to itself.
Dee's right on the money - PS Elements is one of the better little deals going. Dee, do you use Neat Image? Its a clean-em-up that just rocks for my topside stuff.
As fas as dumping directly to CDR via USB in XP (LMNO)...it will recognize the cam as a drive...but why burn a disc before you you cull out the dogs? Unless you're shooting at 100% (No Post Processing, no cropping, no enhancements, etc...unless you're saving safe copies of unprocessed images) I don't get why you'd go from Cam to disc? Its much faster to load into a card reader and go that route.
There are many ways to get off cam (PicturePad, Digital Wallet, and some other dedicated card dump mass storage) and the ol' laptop (my preference) and back to shooting. Most of my stuff is location event stuff, so I like having the laptop around.
Going from CDR through Comedy-a is simple - just "browse images" from "media".
I move my stuff to CDR for mass storage (sort of like digital negatives) and processed images I keep on an outboard drive.
Enjoy -
K