Problem when copying a CD

I took some photos last Saturday. When I got home I transferred them to my hard drive. XP and used Nero which I purchased. All are ,jpg from my camera. My problem is: When I list them on the hard drive they come up perfectly. Using Nero I wanted to back them up on a CD. After finishing, I checked to see if they would come up as they did on the hard drive. There is one folder with two subfolders inside of it. One comes up perfectly but the other does not. I have tried at least 4 times, always the same problem. I have tried different CD (brands). I double checked the second folder of photos on my hard drive, it comes up perfectly, but for some reason the CD second folder won't display.They won't come up as thumbnails but list them as icons. Double clicking on a photo will not display the photo. I have double check to make sure thumbnail is checked. Any suggestions?
Thanks