problem with 'steam'

  mogwai 21:19 25 Apr 04

Hi, when i double click on steam to play cs it tells me its updating and puts a load of files all over my desktop, ive tried putting these files into 'recieved files' folder, but it does the same thing next time i start up steam, so i made a folder on my desktop called it steam and put all the files in there, but next time i opened steam the same thing started happening again.
My question is surely to play CS i shouldnt have to have a load of files strewn across my desktop but how??

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