PNY Technologies FlashBack CF Reader
This is a neat little CompactFlash reader from PNY Technologies which connects via USB. It has so far been fast and reliable and has no trouble handling 128Mb CF cards (I expect it will handle bigger, but 128 is the biggest I have). The instructions are in slightly dodgy English, but it is good value for money at less than 30 GBP. One thing I like is that it has an eject button rather than relying on brute force.
98 once threw a wobbly when I left the drive plugged in and with the PC off but with the wall socket on, refusing to boot for a while. I now unplug the reader when not in use.
XP can detect when a card is inserted and can be made to open a window or start an application if you wish. One word of warning with XP - do NOT insert the reader when the machine is running - XP hangs. The unit can be removed safely, with the machine running, by clicking on the remove hardware tray icon.