Try searching your hdd for your files(Start > Search > All Files and Folders).

It could be caused by a virus, so scan your computer. There's one that that changes all your files to zip or exe and moves them to the program folder. See this thread: Music files changing to zip or exe: some info.

Also: WARNING: Viruses on network you should be aware of!

If still no joy, post your details: System details - help us to help you

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If it ain't broke, fix it till it is!