You have said, in the past, that this PC is not connected to the 'net, but files don't just disappear. There must be some other agency involved.
Do others ever give you information in any transferable form? Or perhaps you have bought a floppy back from one of your forays to the Library, to use their Internet connection, with a questionable e-mail on it?
If so, there is a possibility that you have loaded a bug of some kind.