I have Microsoft Zune software installed, and I download podcast of NPR shows for us to listen to while we work, and those files kept being deleted too. I would have to constantly re-download the podcast because they were begin deleted. I have a second harddrive that I run Norton Ghost on, so I moved the download path of the zune software to the second drive, and the files stopped being deleted.
Today I tried to email a picture to a client, and the entire picture directory is gone. It was there yesterday night, but today they are missing. That directory was 3 months old and had at least 1000 pictures. I already went through the virus scenario. I downloaded every program and run every scan, but nothing was found. the drive is clean, so I assume it is a remote attacker just having fun with us.
Today I selected to block all incoming connection in vista firewall. That is the last thing I can think to do. This juts seems like the weirdest problem I have ever seen.