I use an XTi also, with Elements and LightRoom. For better or worse I work in a group that investigates problems all the time so here's my approach to this! It's basically, where does the problem happen?
After you import the images and before working on them in Elements, have a look at all of them with something like ACDSee or Explorer. Are any of them corrupted. Try and see which stage of your work the problem happens in - getting them from the CF card to the PC, or sometime after you've edited them. Then we know what to suspect, or what is not involved.
If they're corrupted before you've even worked on them, the candidates are the CF card, the USB reader, and Microsoft
I use Sandisk Extreme II and Extreme III 2G cards, and a Sandisk reader. The importer is the one that came with Lightroom, and the one that came with Elements seemed to be OK as well, though I didn't use it that long and it ignores the raw files.
After I know the files are on the PC intact, and copied to a second drive, I reformat the CF card in the camera.
Another less likely possibility is, what else is the PC doing while you're reading the CF card? Is it busy with other multimedia programs? This might, unless shown otherwise, cause it to misread or lose data while reading the CF card over USB ("unreliable serial bus").