Now You See 'em (files cut/pasted to CD-RW, as su), Now You Don't (after soft-eject)

Okay, as a newbie to Knoppix 7.2.0 on a USB key, the following is freaking me out.

File Mangler (PCManFM) is up and both FROM (Desktop on key) and TO (InCD-packet-written CD-RW) directories have been opened to display as Root. I do a simple Ctrl-X and Ctrl-V, and all 4 files look pasted: I may F5-refresh the CD-RW dir list, and the files are there. Next, I soft-eject the CD-RW, by clicking on the Bermuda triangle.

Guess what? Amelia and the 4 files are GONE from the CD-RW, whether viewed on Knoppix or Windows. Other files put there by Windows still exist.

This must be either a Knoppix issue or something oddball with Linux, where it ghosts the paste but does not really do it.

Help! I have reproduced the behavior.