It is possible that your profile got corrupt and windows generated a new
one. Have you ever experienced the explorer reload?
Screen goes default blue blank for several seconds and then Explorer
reloads. All the desktop icons finally come back on the screen. Usually
the systray appears to be wiped clean.
This is sometimes an indicator of a corrupt profile directory. Check the
profiles directory and see if there are multiple profile names like
chris.000, chris.001, etc. These are probably messed up profiles. If
the missing folders/files can't be found with a general search, I don't
have a good explaination of what happened.
As for the second question, the software programmer is the decision maker
when it comes to installing. If the software design was robust enough to
take profiles into consideration, it may ask you where to place the
program group. Some programmers just take the easy way out and say
install to %CommonPrograms% or some similar macro function.
Hope that helps!
--Chris