I think I've found a probable explanation... Client is quite security
conscious and uses a shredder applet included with the Wave Systems Embassy
Security Suite. Apparently, he was going through the files under Documents
and Settings | username. Later, he went to Documents and Settings | Username
| My Recent Documents. He used the shredder program to remove all shortcuts
in My Recent Documents -- instead of using the Start Menu properties to clear
it. The shredder applet deleted all empty folders.