Thank you again, Flo.
I figured Joiet was the best choice, but I wasn't certain. On the File Delimiters, I chose to put a check mark in the dialog to disable them. And for everyone's info, the CD I created this way (from an XP Pro folder, slipstreamed with the network SP2, and with the Boot Image off the XP Pro CD), did boot up fine, did let me run the Recovery Console, and did let me do a repair installation of XP Pro. I am still having problems, but it's not because of the CD.
BTW, I had already created two ISO images that also ended up working (I did that before I tried creating the CD from data), but I ended up with the same frustrating problem that I still have with the data CD (I had used Autostreamer to create the ISO, rather than nLite). And the problem I have which was the reason I wanted to create the XP Pro SP2 disk both ways (from data in addition to from an ISO image) is the infamous black screen white mouse cursor after booting, no matter which mode I start in. (I am not asking for comments on that in this forum.)
But for the record, the best choices in CD Burner XP Pro 3 were Joliet, and to disable the File Delimiters (on the Boot Settings Screen) by putting the check mark in there, and also removing the check mark which enforces ISO Level 1. The other settings on the boot settings section were to select your boot image, choose "No emulation" for the emulation type, and to set the sectors to 4. With those settings that way I created a valid XP Pro SP2 boot CD from data instead of from an ISO image file.
I hope what I learned benefits someone else.
And many thanks to the creator of CD Burner XP Pro!
Chuck M.