I'm not Jim but I'll reply anyway :). In general the books don't have CDs although some, like ASP.NET 2.0 Special Edition do. Although CDs can be useful they suffer from two drawbacks, they add considerably to the cost of production and, if a mistake is found, they cannot be easily updated. The main disadvantage of the alternative used by Wrox, the code download, is that many users don't have sufficient bandwidth or a reliable connection.

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Joe (Microsoft MVP - XML)