This can often happen. The common explanation is that the folder cache is set too low (the default for pre-SP2 systems is 400, which is nowhere near enough. SP2 increased it).
But in my experience, and much to my annoyance, some folders can become inexplicably linked. For example, you make a new Photo Album folder and later find that other folders - including some system folders that are not customisable! - have mimicked it.
The first issue is easy to fix with TweakUI or a quick reg hack. The second issue takes a series of reg hacks after running a reg monitor, and others like it are trickier still.