>>>What you are saying is what I understood from the link Sergey sent me. What I would like to know is what exactly caused the message of Stream Loss started to show up recently. I have copied files from my hard drive to CD millions of times but only recently I started getting the message of Stream Loss. I hope this is a small and benign issue and I should not be worried. I copy my files to a CD as a way of a back up. And if I ever have to use this back up to restore the files I hope it won't be an issue.
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>>I'd say, some program has recently started to write information into those alternate data streams, on files affected (like, files that you try to copy to a CD). Do you know which files are affected? What program created them?
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>The affected files are one .DBF file and DATA folder where one of the application VFP database reside. I can't think of any program that could have written into these files/folders but VFP 9.

It is also possible to get that kind of warning if you are copying a file that uses NTFS encryption to a media that doesn't support it.