Needless to say, this is not a common/normal behaviour of Windows. To preclude the fact that some application etc has triggered this activity;
First, if it's not done already, set the system to display all files and folders.
Open either
My Computer or
Windows Explorer. Click on (the Menu Bar) Tools, Folder Options, View.
Under Files and folders, place a check mark in the box for "Display the contents of system folders".
Under Hidden files and folders, click on "Show hidden files and folders".
Remove the check marks from;
"Hide extensions for known file types"
"Hide protected operating system files". (Verify YES)
Restart the machine. Do the "missing" files/folders show up?
If not, you may have malware. Follow the instructions here>
HiJackThis prerequisites,
and then post your log in a new thread in the
Spyware, Adware, Viruses and HijackThis Logs Forum.
Please post any results back here so this thread can be pursued, or closed, based upon the analysis of the logs by our experts over in that forum.