Well, I don't think I helped you much at all. Rather, you helped yourself. But, you are welcome anyway.
I do want to comment that using the "cancel" button as you suggest didn't work for me. I actually tried that before I posted my last message, thinking that there was a chance it would produce the desired effect. However, when I press "cancel" the tracks are simply not added to the CDA compilation.
I wonder if what you are seeing is a side effect of a bug in WinOnCD 5. At one point I thought I had found a work-around to your problem because when I used the wizard/assistant, it didn't prompt me to copy each of the files onto the hard disk. Unfotunately, when I double-checked I noticed that WinOnCD's temporary folder already had the mp3 files in it, and that was the real reason it didn't prompt me to copy them while using the wizard.
Apparently what happened is that, while exploring potential work-arounds prior to attempting the wizard, I had managed to copy all of the files from CD to the temporary directory. But when I started a new audio CD project to try the wizard, WinOnCD did not delete the files from the temporary directory. Thus, they were already there and it didn't prompt me to copy them.
This is a bug because WinOnCD only checks that the file names match, and does not compare the actual content. Thus, if a file named song.mp3 is in WinOnCD's temporary directory and you attempt to burn a CD-R using a different file that is also named song.mp3 but is stored on a CD, WinOnCD will not prompt you to copy the song.mp3 file from the CD but instead will use the song.mp3 file already in the temporary directory, even though the two files are completely different.
You might want to check what is in your WinOnCD temporary directory. It's location can be found on the Folders tab in the Preferences dialog accessible via "Options"->"Preferences...".
As for my suggestion to copy your files to your hard drive first, I didn't necessarily mean to copy all of them, although if you have the space you would probably find it convenient - many people do. I meant you could make your own temporary folder and copy just the files you need for burning the CD you want to make. Then when you are done burning the CD you could delete them. This doesn't save a whole lot of steps, but it might make things a little easier for you.
And finally, yes, hard disks are up to 80 GBytes now. In fact, you can easily get drives 220 GBytes or larger. Be warned, however, that older systems may not be able to support the larger drives. For example, systems without 48-bit LBA addressing can not utilize drives larger than 137 GBytes. You may run into lower limits as well depending on your system software and BIOS.