The only thing I can think of in this regard is when you burn the data cd, there's a tab with 'Filesystem', where you can pick 'Linux/Unix only', 'Linux/Unix + Windows', and some other options. Can you check whether 'Linux/Unix +Windows' is selected? Otherwise I have no clue at all.
This is what I was thinking as well.
You don't really need to change those if you stick with the default settings, that CD should be readable cross platform (all OS).
What I do is simply drag-n-drop my files and folders down into the iso (icon, lower section on the left hand side), rather than drag them down into the lower right hand side. This prevents me from accidentally putting a folder inside of another. I then right click on the iso icon and rename it to whatever (default usually says something like "K3B-Project"). Then I click the burn, and go from there, without changing anything else.
I have had no problems viewing the files or folders on any Windows system, using this method.