Cant Back Up Hard Drive

Backed up hard drive about a year ago and had no problem. I am running XP home edition same as last year. I am trying to put it on CDR and when I right click on what i wantHow and hit send to...I can send to floopy and it works fine. However I want it on CDR so when i click on that I get this message: the itemF;\that this shortcut refers to has been changed or moved so that shortcut will no longer work properly do you want to delete it?? Well I am not even clicking on a short cut!! I uninstalled and reinstalled my cd program and it still does same thing. Can someone please help me?