This means the files are in your system restore back up folder.
You need to turn off and then turn on system restore
To turn off Windows XP System Restore
1 Click Start.
2 Right-click My Computer, and then click Properties.
3 On the System Restore tab, check Turn off System Restore or
Turn off System Restore on all drives.
If you do not see the System Restore tab, you are not logged on
to Windows as an Administrator.
4 Click Apply.
5 When you see the confirmation message, click Yes.
6 Click OK.
To turn on Windows XP System Restore
1 Click Start.
2 Right-click My Computer, and then click Properties.
3 On the System Restore tab, uncheck Turn off System Restore or
Turn off System Restore on all drives.
If you do not see the System Restore tab, you are not logged on
to Windows as an Administrator.
4 Click Apply.
5 When you see the confirmation message, click Yes.
6 Click OK.