I don't know what your workflow is like but I find copying the files from a CF card or microdrive to my harddrive to be a pain when the files are in several different folders. Given that, I created a Java application that I like to use to search the CF card and find all raw or jpg files and copy them to my harddrive. Additionally, it creates a few directories for me that I like to use when working on a project.
It only works on Canon Raw (including thumbs) or jpg. If anyone would like to use it (at your own risk of course) just send me an email and I will email you back the executable jar file.