I'll just add more detail to this previous post. shant edit as you're watching the thread as i type this....
basically set up a UAE system that's got your CF card mounted, then set a folder on windows... say C:\Amiga to be ADH0: (i put an A for all windows drives so i dont confuse with DH0 DH1 etc of the real amiga drive). have it set to non bootable.
then, before running UAE, put the workbench ADF disk in device DF0:
let it boot. you should see two drives on the desktop, one being your shared folder, the other being your real cf hd. just drag and drop the files between them