I'm not sure, but I wonder if these are compressed files.
In My Documents, are you viewing the files in Icon or Thumbnail view? If so, change the view to List or Details, using the change view icon in the menu bar.
That way they will list as file names and not just icons, the >> will disappear. If the file names are in blue, then my guess is they have been compressed. That's nothing to worry about as this is used to save hard disk space, but using those files again will uncompress them.
But then you say they appear on your Desktop as well, (do you mean the desktop display on your laptop?). I can't explain that unless they are also compressed files.
I found this forum very useful. Recently I came across a new issue with my Laptop. The issue is on my desktop and on my MY DOCUMENTS folder all the Ms -office files, text files and PDF files: An icon appears in blue color with a symbol ">>". May I know what is this. Currently I running my laptop with WinXP sp3, norton anti virus.