Roger,
No, I do no think you are wrong as my fellow Virgo above states. However....
I may be a bit paranoid, but if the CD came up missing and the patient claims to have never received it, and the CD has your name and office plastered all over it, I do not think the patient will be the one getting the fine, if one is meted out.
However, if you send it by certified mail, and have the patient sign that he assumes responsibility for the CD upon receipt in mail, then that extra $5 dollars may help your peace of mind. You will at least have proof of receipt and transfer above and beyond the usual mail delivery.
I have not been sending patients their records by CD so this is my thinking off the cuff, so I hope this may be a practicable approach for you.