I notice that I had a bug in my post. It should've said C:\Documents and settings\[your
profile name]\desktop
This is where your desktop files are stored.. Then I wanted you to arrange by type
in there and see how it groups the files together.. You will probably notice that
it arranges them in the same way it does on your desktop.. But, it may help you to
understand why it does what it does by seeing the complete file names.