Multiple folders

Hi all.
Strange happenings in 7.
I have a folder in my documents called S.R. (to do with work) and a shortcut to it on my desktop.
I also have a folder with several shortcuts in it on my desktop.
Today I was browsing the my pictures folder when I noticed there were two folders that have nothing to do with pictures.
One was the folder of shortcuts from my desktop and one was a folder from within the S.R. folder I named A.
I deleted the shortcuts folder and went to my desktop, it had gone.
I restored it. It reappeared on my desktop and in my pictures.
I deleted the A folder, went to the S.R. folder and the A folder had gone.
I restored it. It reappeared in the S.R. folder and in my pictures.
I have checked the properties of both folders in the my pictures folder and both give the correct location, no mention of my pictures.
Why have these things appeared suddenly and how can they be there if the path doesn't mention 'my pictures'?
Cheers.
Edit.
I've just looked through my pictures and it appears that all my desktop icons are in there.
Is this normal?

 

Thanks for the reply David, sorry for the delay in getting back, been very busy.
The networking idea is favourite.
I do remember a pop up saying that if I delete the folder from 'my pictures' it would no longer be shared, or something like that.
But why in 'my pictures' of all places?