Minecraft extra folders?

It sounds to me like you are running Minecraft.exe directly from your Desktop. The desktop is generally not a good place for executable files, and you shouldn't do that.

To fix your issue, you will have to move your Minecraft.exe somewhere else. I suggest you either move it to %appdata%\.minecraft, where the rest of the Minecraft files are stored. Or create a new folder somewhere, such as C:\Games\Minecraft and move it there.

Afterwards, create a shortcut to the exe on your desktop, e.g. by doing Right-Click > Send to > Desktop, or Right-Click dragging the icon and selecting Create Shortcut