Some CF cards can cause problems. I havent had a problem so far with any, but there have been reports. Some CF cards need to be reformatted with FAT32, since the factory format (FAT32 aswell) does not work. Maybe you should try to reformat your card to FAT32 and see, what happens.
I had problems with one CF card, but that one had defects on the flash memory itself. I couldnt get scandisk to resovle those.