CDRWIN & PC Backup image name



I have backed up quite a numerous amount of PC games but the thing is when u use the Backup option on CDRWIN once u have made the image on ur HDD the prog askes 4 a blank and then burns the image back 2 CD and then deletes the image. One way around this is 2 press cancel when it askes 4 a blank cd and go to the Burn disc option, the image will b left on ur HDD, but it's files are CDRWINxx.cue & CDRWINxx.bin. How do i make an image with my own filename, iv'e tried renaming the above files for example mygame.cue & mygame.bin but when i go to burn CDRWIN throws up an error. Do i have 2 use the extract files 2 HD option if so what settings should i use 4 PC games.Thanx.