wtf?? Folders just...

[Scattergun]

Ok when i log into my computer the Pent 4 one (see below for Specs) it comes up with a Common Folder with nothing in it and then i close it and it wont go the **** away but after i restart and log back in it is gone it happens bout every 3rd or 4th time i get on the computer.

2nd issue when i go to my Computer the "MY COMPUTER" letters are Blue and i double click on it and then "Documents and Setting" Words are BLUE but when i double click on the documents and settings there are no more blue Folders.

Any Ideas???

Done know bout the letters being blue and i have done Spyware scan Virus scans and so on other scans.