If Windows detects file corruption chkdsk is run automatically at boot (with 5 seconds to abort) to find, and attempt recovery of, any files affected. You can try opening the files with a text editor to see what they originally were, and you may have luck changing the extension to JPG, DOC, etc where appropriate, but you'd be far better off just deleting them and recovering the missing files from backup.
P.S. It's not an issue of copying shortcuts.
The Windows vista on my new Dell XPS system and it doesn't see files that I transferred over from Maxtor to computer. They show up as folders: found.000 and subfolders: dir0000.chk.
Western Digital support told me that I copied only shortcuts to the drive. Hmmm...I am possitive that I copied the original files.