Hi again Piotr.
That MSCONFIG note was just to remind me of more steps to consider.
Obviously something is re-creating these folders on reboot, and I suspect it is some program, rather than a Windows service or process. You mention these were for storing digital photos. Were/are these photos from a camera connected by USB? Or were they from some other source, like a CD, DVD or from the internet?
If from a digital camera, try this; re-connect the camera and then deleted the Desktop folders Then transfer some photos from the camera to your My Documents > My Pictures folder. Perhaps this might reset any settings that have been made.
Similarly, if from a CD or DVD, try the same thing with that CD/DVD.
If that fails, we then need to look at your Startup contents. We can do that using the System Configuration Utility and that is accessed by going to Start > Run, type in "msconfig", (without the quotes), then clicking OK.
When the System Configuration Utility displays, click the Startup tab. This lists all the programs that load up when you start the computer. Is there anything there that would suggest a program would be doing this, eg a photo editor, etc?
I can't help you there, only you can see the list, but Google will help. It could be a process of de-selecting programs, rebooting, and seeing what happens. When you make any changes here two things will happen. You will get a message saying the changes will not take effect until the next restart and offering to restart now. That choice is yours. The second is, when you do restart, Windows will display an information window telling you that you have chosen Selective Startup. That message can be suppressed from within the window itself.
If you like, you could post a screen print of the System Configuration Utility into something like ImageShack. It's a web site that allows images to be posted for free on the internet and gives you a web address to post in forums like these. But the problem is the System Configuration Utility Startup list usually has a scroll bar to see all the entries, and so you would have to either post two images to allow me to see the full list, or take two screen prints and manipulate them using something like your MSPaint program into one image.