"This directory contains a file with the same name"

I keep getting the message window "This directory contains a file with the same name" for files that are case sensitive like
next.JPG and next.jpg (both in the same directory) or directories with the same name but different extensions like pxelinux.cfg and pxelinux.0 (both in the same directory). I solved the one by changing the names while on Windows XP then changing them back again when on the new server but that is lots of extra work. The other one is supposed to be burned onto a CD (for a Debian Linux install CD). Is there any way to let these similar folders or files exist in the same directory in Window XP for the purposes of moving or backing up files on web servers or making CD's

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